Fast iterative solutions of Riccati and Lyapunov equations
Abstract: 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 iterative algorithms are faster than the classical ones, even for a small number of iterations.
- Standort
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Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
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Online-Ressource
- Sprache
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Englisch
- Erschienen in
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Fast iterative solutions of Riccati and Lyapunov equations ; volume:20 ; number:1 ; year:2022 ; pages:1845-1857 ; extent:13
Open mathematics ; 20, Heft 1 (2022), 1845-1857 (gesamt 13)
- Urheber
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Assimakis, Nicholas
Adam, Maria
- DOI
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10.1515/math-2022-0546
- URN
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urn:nbn:de:101:1-2023011213031767625296
- Rechteinformation
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Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
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15.08.2025, 07:20 MESZ
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Beteiligte
- Assimakis, Nicholas
- Adam, Maria
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