Tutto DSpace

Mostra i principali dati dell'item

Fast Doubling Algorithm for the Solution of the Riccati Equation Using Cyclic Reduction Method

dc.creatorAssimakis N., Adam M.en
dc.date.accessioned2023-01-31T07:33:44Z
dc.date.available2023-01-31T07:33:44Z
dc.date.issued2020
dc.identifier10.1109/MACISE49704.2020.00007
dc.identifier.isbn9781728166957
dc.identifier.urihttp://hdl.handle.net/11615/70887
dc.description.abstractA 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 of the transition matrix and is faster than the classical doubling algorithm. The method can be applied to infinite measurement noise case, where the Riccati equation takes the form of the Lyapunov equation. In this case, the classical doubling algorithm is faster. © 2020 IEEE.en
dc.language.isoenen
dc.sourceProceedings - 2nd International Conference on Mathematics and Computers in Science and Engineering, MACISE 2020en
dc.source.urihttps://www.scopus.com/inward/record.uri?eid=2-s2.0-85092693614&doi=10.1109%2fMACISE49704.2020.00007&partnerID=40&md5=3b3b47ed5e02d19d85fd549917e6269b
dc.subjectLyapunov functionsen
dc.subjectRiccati equationsen
dc.subjectCyclic reduction methodsen
dc.subjectDiscrete timeen
dc.subjectDoubling algorithmen
dc.subjectLyapunov equationen
dc.subjectMeasurement Noiseen
dc.subjectNonsingularityen
dc.subjectTransition matricesen
dc.subjectIterative methodsen
dc.subjectInstitute of Electrical and Electronics Engineers Inc.en
dc.titleFast Doubling Algorithm for the Solution of the Riccati Equation Using Cyclic Reduction Methoden
dc.typeconferenceItemen


Files in questo item

FilesDimensioneFormatoMostra

Nessun files in questo item.

Questo item appare nelle seguenti collezioni

Mostra i principali dati dell'item