Singular Riccati equations stabilizing large-scale systems

Gallivan, K.;Rao, X;Van Dooren, Paul
(2006) Linear Algebra and Its Applications — Vol. 415, n° 2-3, p. 359-372 (2006)

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  • Gallivan, K.
    Author
  • Rao, X
    Author
  • Van Dooren, PaulUCLouvain
    Author
Abstract
In this paper we discuss the convergence of a stabilization algorithm based on a singular version of the discrete Riccati difference equation. This method is particularly appealing for large scale linear time invariant dynamical systems since one can nicely exploit the sparsity of such systems in order to reduce the complexity of the algorithm. (c) 2005 Elsevier Inc. All rights reserved.
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Gallivan, K., Rao, X., & Van Dooren, P. (2006). Singular Riccati equations stabilizing large-scale systems. Linear Algebra and Its Applications, 415(2-3), 359-372. https://doi.org/10.1016/j.laa.2004.12.031 (Original work published 2006)