Numerical Solution of Algebraic Matrix Riccati Equations.

Abstract

Numerical issues related to the computational solution of the algebraic matrix Riccati equation are studied. The approach uses the generalized eigenproblem formulation for the solution of general forms of applications. These general forms result from control and filtering problems for systems in generalized (or implicit or descriptor) state space form. A Newton-type iterative refinement procedure for the generalized Riccati solution is derived. The issue of numerical condition of the Riccati problem is addressed. Balancing to improve numerical condition is discussed. An overview of a software package coded in FORTRAN is given. Results of numerical experiments are reported.

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Document Details

Document Type
Technical Report
Publication Date
Feb 01, 1984
Accession Number
ADA139929

Entities

People

  • W. F. Arnold Iii

Organizations

  • Naval Air Weapons Station China Lake

Tags

Communities of Interest

  • Air Platforms
  • C4I
  • Energy and Power Technologies
  • Ground and Sea Platforms
  • Weapons Technologies

DTIC Thesaurus Topics

  • Accuracy
  • Algorithms
  • Applied Mathematics
  • Closed Loop Systems
  • Computations
  • Computer Science
  • Differential Equations
  • Eigenvalues
  • Eigenvectors
  • Engineering
  • Equations
  • Error Analysis
  • Numerical Analysis
  • Perturbations
  • Standards
  • Theorems
  • War Colleges

Fields of Study

  • Mathematics

Readers

  • Computer Science.
  • Linear Algebra

Technology Areas

  • Space