Browsing by Author "Assimakis N., Adam M."
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Closed form solutions of Lyapunov equations using the vech and veck operators
(2021)New closed forms are presented of the solutions of the continuous and discrete Lyapunov equations using the vech and veck operators. The proposed solutions are faster than the classical solutions derived using the vec ... -
Fast Doubling Algorithm for the Solution of the Riccati Equation Using Cyclic Reduction Method
(2020)A new iterative doubling algorithm for the solution of the discrete time Riccati equation is proposed. The algorithm is based on the Cyclic Reduction Method (CRM). The proposed doubling algorithm does not require non-singularity ... -
Fast iterative solutions of Riccati and Lyapunov equations
(2022)In this article, new iterative algorithms for solving the discrete Riccati and Lyapunov equations are derived in the case where the transition matrix is diagonalizable with real eigenvalues. It is shown that the proposed ...