A Flexible Structured Solver for Continuous-time Algebraic Riccati Equations

Vasile Sima, Vasile Sima

2021

Abstract

The solution of algebraic Riccati equations (AREs) is a fundamental computation in optimal control and other domains. The available solvers lack the flexibility in choosing a solution technique, or specifying options and parameters. The quality of a computed solution depends not only on the problem conditioning, but also on the various decisions made by the solver designer. This paper proposes a flexible solver for continuous-time AREs that allows the user to choose among several structured solution approaches, orthogonalization methods, and balancing options and parameters. No selection ensures the best results for all problems. Therefore, it is sometimes useful to try alternative pathways and find the best solution. The new solver has been used to solve the examples from the SLICOT CAREX benchmark collection. The numerical results in extensive tests illustrate the good performance of the proposed flexible solver.

Paper Citation

in Harvard Style

Sima V. (2021). A Flexible Structured Solver for Continuous-time Algebraic Riccati Equations. In Proceedings of the 18th International Conference on Informatics in Control, Automation and Robotics - Volume 1: ICINCO, ISBN 978-989-758-522-7, pages 78-89. DOI: 10.5220/0010577700780089

in Bibtex Style

@conference{icinco21,
author={Vasile Sima},
title={A Flexible Structured Solver for Continuous-time Algebraic Riccati Equations},
booktitle={Proceedings of the 18th International Conference on Informatics in Control, Automation and Robotics - Volume 1: ICINCO,},
year={2021},
pages={78-89},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0010577700780089},
isbn={978-989-758-522-7},
}

in EndNote Style

TY - CONF

JO - Proceedings of the 18th International Conference on Informatics in Control, Automation and Robotics - Volume 1: ICINCO,
TI - A Flexible Structured Solver for Continuous-time Algebraic Riccati Equations
SN - 978-989-758-522-7
AU - Sima V.
PY - 2021
SP - 78
EP - 89
DO - 10.5220/0010577700780089