Fast verified computation for stabilizing solutions of discrete-time algebraic Riccati equations

Fast iterative algorithms for computing interval matrices containing solutions of discrete-time algebraic Riccati equations are proposed. These algorithms involve only cubic complexity per iteration. The stabilizability and uniqueness of the contained solution can moreover be verified by these algor...

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Bibliographic Details
Published inJournal of computational and applied mathematics Vol. 319; pp. 352 - 364
Main Author Miyajima, Shinya
Format Journal Article
LanguageEnglish
Published Elsevier B.V 01.08.2017
Subjects
Algebraic Riccati equations
Stabilizing solution
Verified computation
15A24
65G20
65F99
93C05
Algebraic Riccati equations
Stabilizing solution
Verified computation
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Summary:Fast iterative algorithms for computing interval matrices containing solutions of discrete-time algebraic Riccati equations are proposed. These algorithms involve only cubic complexity per iteration. The stabilizability and uniqueness of the contained solution can moreover be verified by these algorithms. Numerical results show the properties of the algorithms.
ISSN:0377-0427
1879-1778
DOI:10.1016/j.cam.2017.01.025