2009
Solution of Algebraic Riccati Equations Using the Sum of Roots
ISSAC2009: PROCEEDINGS OF THE 2009 INTERNATIONAL SYMPOSIUM ON SYMBOLIC AND ALGEBRAIC COMPUTATION
- ,
- ,
- ,
- 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
- ID information
-
- DOI : 10.1145/1576702.1576733
- Web of Science ID : WOS:000273468200030