Accession Number : ADA139929
Title : Numerical Solution of Algebraic Matrix Riccati Equations.
Descriptive Note : Final rept.,
Corporate Author : NAVAL WEAPONS CENTER CHINA LAKE CA
Personal Author(s) : Arnold,W F , III
PDF Url : ADA139929
Report Date : Feb 1984
Pagination or Media Count : 163
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.
Descriptors : *Riccati equation, *Numerical methods and procedures, *Matrices(Mathematics), *Numerical analysis, *Computer programs, Iterations, Computer programs, Fortran, Eigenvalues, Eigenvectors, Computations, Solutions(General), Mathematical models
Subject Categories : Theoretical Mathematics
Computer Programming and Software
Distribution Statement : APPROVED FOR PUBLIC RELEASE