Method for solving the algebraic Riccati and Lyapunov equations using higher order matrix sign function algorithms

Mohammed A Hasan, Ali A. Hasan

Research output: Contribution to journalConference articlepeer-review

1 Scopus citations

Abstract

Higher order iterations for computing the matrix sign function of complex matrices are developed in this paper. The technique of generating higher order fixed point function produces the Newton's and Halley's methods as special cases for solving the equations S2 = I, and such that SA = AS has all its eigenvalues in the right half plane. The matrix sign function is used to compute the positive semidefinite solution of the algebraic Riccati and Lyapunov matrix equations. The performance of these methods is demonstrated by several examples.

Original languageEnglish (US)
Pages (from-to)4416-4421
Number of pages6
JournalProceedings of the IEEE Conference on Decision and Control
Volume4
StatePublished - Dec 1 1998
EventProceedings of the 1998 37th IEEE Conference on Decision and Control (CDC) - Tampa, FL, USA
Duration: Dec 16 1998Dec 18 1998

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