SCHUR METHOD FOR SOLVING ALGEBRAIC RICCATI-EQUATIONS

被引：643
作者：
LAUB, AJ [1 ]
机构：
[1] MIT, INFORMAT & DECIS SYST LAB, CAMBRIDGE, MA 02139 USA
来源：
IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 1979年 / 24卷 / 06期
关键词：
D O I：
10.1109/TAC.1979.1102178
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
In this paper a new algorithm for solving algebraic Riccati equations (both continuous-time and discrete-time versions) is presented. The method studied is a variant of the classical eigenvector approach and uses instead an appropriate set of Schur vectors, thereby gaining substantial numerical advantages. Considerable discussion is devoted to a number of numerical issues. The method is apparently quite numerically stable and performs reliably on systems with dense matrices up to order 100 or so, storage being the main limiting factor. Copyright © 1979 by The Institute of Electricala and Electronics Engineers Inc.
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页码：913 / 921
页数：9
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