By Topic

Defect correction method for the solution of algebraic Riccati equations

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$33 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

2 Author(s)
V. Mehrmann ; Fakultat fur Math., Bielefeld Univ., West Germany ; E. Tan

The solution of discrete and continuous algebraic Riccati equations is considered. It is shown that if an approximate solution is obtained, then the defect for this solution again solves an algebraic Riccati equation of the same form, and that the system properties of detectability and stabilizability are inherited by this defect equation. On the basis of these results, a general defect-correction method is proposed and numerical examples are given for the use of this method in combination with A. Bunse-Gerstner and V. Mehrmann's (1986) SR method

Published in:

IEEE Transactions on Automatic Control  (Volume:33 ,  Issue: 7 )