| dc.creator | Assimakis N., Adam M. | en |
| dc.date.accessioned | 2023-01-31T07:33:44Z | |
| dc.date.available | 2023-01-31T07:33:44Z | |
| dc.date.issued | 2020 | |
| dc.identifier | 10.1109/MACISE49704.2020.00007 | |
| dc.identifier.isbn | 9781728166957 | |
| dc.identifier.uri | http://hdl.handle.net/11615/70887 | |
| dc.description.abstract | 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 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.iso | en | en |
| dc.source | Proceedings - 2nd International Conference on Mathematics and Computers in Science and Engineering, MACISE 2020 | en |
| dc.source.uri | https://www.scopus.com/inward/record.uri?eid=2-s2.0-85092693614&doi=10.1109%2fMACISE49704.2020.00007&partnerID=40&md5=3b3b47ed5e02d19d85fd549917e6269b | |
| dc.subject | Lyapunov functions | en |
| dc.subject | Riccati equations | en |
| dc.subject | Cyclic reduction methods | en |
| dc.subject | Discrete time | en |
| dc.subject | Doubling algorithm | en |
| dc.subject | Lyapunov equation | en |
| dc.subject | Measurement Noise | en |
| dc.subject | Nonsingularity | en |
| dc.subject | Transition matrices | en |
| dc.subject | Iterative methods | en |
| dc.subject | Institute of Electrical and Electronics Engineers Inc. | en |
| dc.title | Fast Doubling Algorithm for the Solution of the Riccati Equation Using Cyclic Reduction Method | en |
| dc.type | conferenceItem | en |
