Algorithm for solving algebraic Riccati equation which has singular Hamiltonian matrix

Authors
Larin, VB
Citation
Vb. Larin, Algorithm for solving algebraic Riccati equation which has singular Hamiltonian matrix, SYST CONTR, 36(3), 1999, pp. 231-239
Citations number
8
Categorie Soggetti
AI Robotics and Automatic Control
Journal title
SYSTEMS & CONTROL LETTERS
ISSN journal
01676911 → ACNP
Volume
36
Issue
3
Year of publication
1999
Pages
231 - 239
Database
ISI
SICI code
0167-6911(19990315)36:3<231:AFSARE>2.0.ZU;2-#
Abstract
The algorithm of construction of the solution of ARE, with Hamiltonian matr ix having zero eigenvalues, is developed. The algorithm generalizes the Sch ur method on ARE with singular Hamiltonian matrix and could be used for J-f actorization of matrix polynomial, which has zero roots. (C) 1999 Elsevier Science B.V. An rights reserved.