This research was supported by the U.S. Army Research Office under Contract DAAG29-81-K-0131.
Preview
Unable to display preview. Download preview PDF.
4. References
Laub, A.J., A Schur Method for Solving Algebraic Riccati Equations, IEEE Trans. Aut. Contr., AC-24(1979), 913–921.
Golub, G.H., and J.H. Wilkinson, Ill-Conditioned Eigensystems and the Computation of the Jordan Canonical Form, SIAM Rev., 18(1976), 578–619.
Van Dooren, P., A Generalized Eigenvalue Approach for Solving Riccati Equations SIAM J. Sci. Stat. Comp., 2(1981), 121–135.
Pappas, T., A.J. Laub, and N.R. Sandell, On the Numerical Solution of the Discrete Time Algebraic Riccati Equation, IEEE Trans. Aut. Contr., AC-25(1980), 631–641.
Vaughn, D., A Nonrecursive Algebraic Solution for the Discrete Riccati Equation IEEE Trans. Aut. Contr., AC-15(1970), 597–599.
Vaughn, D., A Negative-Exponential Solution to the Matrix Riccati Equation, IEEE Trans. Aut. Contr., AC-14(1969), 72–75.
Moler, C.B., and C. Van Loan, Nineteen Dubious Ways to Compute the Exponential of a Matrix, SIAM Rev., 20(1978), 801–836.
Parlett, B., A Recurrence Among the Elements of Functions of Triangular Matrices, Lin. Alg. & Applics., 14(1976), 117–121.
Van Loan, C., Computing Integrals Involving the Matrix Exponential, IEEE Trans. Aut. Contr., AC-23(1978), 395–404.
Bunch, J.R., Analysis of the Diagonal Pivoting Method, SIAM J. Numer. Anal., 8(1971), 656–680.
Bunch, J.R., and B.N. Parlett, Direct Methods for Solving Symmetric Indefinite Systems of Linear Equations, SIAM J. Numer. Anal., 8(1971), 639–655.
Bunch, J.R., and L. Kaufman, Some Stable Methods for Calculating Inertia and Solving Symmetric Linear Systems, Math. Comp., 31(1977), 163–179.
Bartels, R.H., and G.W. Stewart, Solution of the Matrix Equation AX+XB=C, Comm. ACM, 15(1972), 820–826.
Serbin, S.M., and C.A. Serbin, A Time-Stepping Procedure for \(\dot X = A_1 + X + XA_2 + D\), X(0)=C, Dept. of Mathematics, Univ. of Tennessee, Dec. 1979.
Author information
Authors and Affiliations
Editor information
Rights and permissions
Copyright information
© 1982 Springer-Verlag
About this paper
Cite this paper
Laub, A.J. (1982). Schur techniques for riccati differential equations. In: Hinrichsen, D., Isidori, A. (eds) Feedback Control of Linear and Nonlinear Systems. Lecture Notes in Control and Information Sciences, vol 39. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0006827
Download citation
DOI: https://doi.org/10.1007/BFb0006827
Published:
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-11749-0
Online ISBN: 978-3-540-39479-2
eBook Packages: Springer Book Archive