Papers

Peer-reviewed
2009

Solution of Algebraic Riccati Equations Using the Sum of Roots

ISSAC2009: PROCEEDINGS OF THE 2009 INTERNATIONAL SYMPOSIUM ON SYMBOLIC AND ALGEBRAIC COMPUTATION
  • Masaaki Kanno
  • ,
  • Kazuhiro Yokoyama
  • ,
  • Hirokazu Anai
  • ,
  • Shinji Hara

First page
215
Last page
222
Language
English
Publishing type
Research paper (international conference proceedings)
DOI
10.1145/1576702.1576733
Publisher
ASSOC COMPUTING MACHINERY

This paper constructs an algebraic solution approach to the algebraic Riccati equation, an important equation in signal processing and control system design. Key features of the proposed approach are the exploitation of useful structures inherent in the problem and the avoidance of Grobner basis computation by generic algorithms. The approach extends the algebraic approach to polynomial spectral factorization by means of the Sum of Roots. The approach further finds an effective symbolic expression of the eigenvector of the associated Hamiltonian matrix in a simple way. An example is presented to demonstrate the proposed algorithm.

Link information
DOI
https://doi.org/10.1145/1576702.1576733
Web of Science
https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=JSTA_CEL&SrcApp=J_Gate_JST&DestLinkType=FullRecord&KeyUT=WOS:000273468200030&DestApp=WOS_CPL
ID information
  • DOI : 10.1145/1576702.1576733
  • Web of Science ID : WOS:000273468200030

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