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.
- Location
-
Deutsche Nationalbibliothek Frankfurt am Main
- Extent
-
Online-Ressource
- Language
-
Englisch
- Bibliographic citation
-
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)
- Creator
-
Assimakis, Nicholas
Adam, Maria
- DOI
-
10.1515/math-2022-0546
- URN
-
urn:nbn:de:101:1-2023011213031767625296
- Rights
-
Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
15.08.2025, 7:20 AM CEST
Data provider
This object is provided by:
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Associated
- Assimakis, Nicholas
- Adam, Maria
Other Objects (12)
On solutions of fractional Riccati differential equations
Further Riccati Differential Equations with Elliptic Coefficients and Meromorphic Solutions
Two modified least-squares iterative algorithms for the Lyapunov matrix equations
The Schrödinger and Riccati equations
Comparison theory for Riccati equations
Lipschitzian solutions to linear iterative equations revisited
Continuous solutions to two iterative functional equations
Quasilinear Riccati Type Equations and Quasiminimizers
New Riccati equations for radiating matter
Eigenvalue decay bounds for solutions of Lyapunov equations : the symmetric case
Extension of the solution of Riccati's equations.
Integrability of Lie Systems Through Riccati Equations
On solutions of fractional Riccati differential equations
Further Riccati Differential Equations with Elliptic Coefficients and Meromorphic Solutions
Two modified least-squares iterative algorithms for the Lyapunov matrix equations
The Schrödinger and Riccati equations
Comparison theory for Riccati equations
Lipschitzian solutions to linear iterative equations revisited
Continuous solutions to two iterative functional equations
Quasilinear Riccati Type Equations and Quasiminimizers
New Riccati equations for radiating matter
Eigenvalue decay bounds for solutions of Lyapunov equations : the symmetric case
Extension of the solution of Riccati's equations.
Integrability of Lie Systems Through Riccati Equations
On solutions of fractional Riccati differential equations
Further Riccati Differential Equations with Elliptic Coefficients and Meromorphic Solutions
Two modified least-squares iterative algorithms for the Lyapunov matrix equations
The Schrödinger and Riccati equations
Comparison theory for Riccati equations
Lipschitzian solutions to linear iterative equations revisited
Continuous solutions to two iterative functional equations
Quasilinear Riccati Type Equations and Quasiminimizers
New Riccati equations for radiating matter
Eigenvalue decay bounds for solutions of Lyapunov equations : the symmetric case
Extension of the solution of Riccati's equations.