The Schur and doubling methods, which are usually used to solve the algebraic Riccati equation, are generalized to the case of unilateral quadratic matrix equations. The efficiency of the algorithms proposed to solve the unilateral quadratic matrix equation is demonstrated by way of examples. The algorithms are compared with well-known ones. It is shown that the solutions of the unilateral quadratic matrix equation can be used to update model parameters.
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Translated from Prikladnaya Mekhanika, Vol. 50, No. 3, pp. 107–123, May–June 2014.
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Larin, V.B. Algorithms for Solving a Unilateral Quadratic Matrix Equation and the Model Updating Problem. Int Appl Mech 50, 321–334 (2014). https://doi.org/10.1007/s10778-014-0635-9
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DOI: https://doi.org/10.1007/s10778-014-0635-9