Accession Number : ADA139929

Title :   Numerical Solution of Algebraic Matrix Riccati Equations.

Descriptive Note : Final rept.,


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