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Numerical solution of high order matrix Riccati equations

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Numerical Analysis and Its Applications (WNAA 1996)

Part of the book series: Lecture Notes in Computer Science ((LNCS,volume 1196))

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Abstract

The numerical solution of matrix algebraic Riccati equations with condition and forward error estimates is considered. A comparison of the accuracy of Schur and matrix sign function methods in the solution of high order Riccati equations is done.

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References

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Author information

Authors and Affiliations

  1. Dept. of Automatics, Technical Univ. of Sofia, 1756, Sofia, Bulgaria

    P. Hr. Petkov & N. D. Christov

  2. Univ. of Arch. & Civil Eng., 1 Hr. Smirnenski Blv., 1421, Sofia, Bulgaria

    M. M. Konstantinov

Authors
  1. P. Hr. Petkov
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  2. N. D. Christov
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  3. M. M. Konstantinov
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Editor information

Lubin Vulkov Jerzy Waśniewski Plamen Yalamov

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© 1997 Springer-Verlag Berlin Heidelberg

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Petkov, P.H., Christov, N.D., Konstantinov, M.M. (1997). Numerical solution of high order matrix Riccati equations. In: Vulkov, L., Waśniewski, J., Yalamov, P. (eds) Numerical Analysis and Its Applications. WNAA 1996. Lecture Notes in Computer Science, vol 1196. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-62598-4_118

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  • DOI: https://doi.org/10.1007/3-540-62598-4_118

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-62598-8

  • Online ISBN: 978-3-540-68326-1

  • eBook Packages: Springer Book Archive

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