Analytical and Verified Numerical Results Concerning Interval Continuous-time Algebraic Riccati Equations

Methods for Verified Solutions to Continuous-time Algebraic Riccati Equations

We describe a procedure based on the Krawczyk method to compute a verified enclosure for the stabilizing solution of a continuoustime algebraic Riccati equation A∗X + XA + Q = XGX, building on the work of [B. Hashemi, SCAN 2012] and adding several modifications to the Krawczyk procedure. Moreover, we describe a new O(n) direct method for verification, based on a fixed-point formulation of the e...

Transformations Between Discrete-time and Continuous-time Algebraic Riccati Equations

We introduce a transformation between the discrete-time and continuoustime algebraic Riccati equations. We show that under mild conditions the two algebraic Riccati equations can be transformed from one to another, and both algebraic Riccati equations share common Hermitian solutions. The transformation also sets up the relations about the properties, commonly in system and control setting, tha...

Numerical Solution of Projected Algebraic Riccati Equations

We consider the numerical solution of projected algebraic Riccati equations using Newton’s method. Such equations arise, for instance, in model reduction of descriptor systems based on positive real and bounded real balanced truncation. We also discuss the computation of low-rank Cholesky factors of the solutions of projected Riccati equations. Numerical examples are given that demonstrate the ...

Solving large-scale continuous-time algebraic Riccati equations by doubling

We consider the solution of large-scale algebraic Riccati equations with numerically lowranked solutions. For the discrete-time case, the structure-preserving doubling algorithm has been adapted, with the iterates for A not explicitly computed but in the recursive form Ak = A 2 k−1 −D (1) k S −1 k [D (2) k ] >, with D (1) k and D (2) k being low-ranked and S −1 k being small in dimension. For t...

Numerical Solution of Algebraic Riccati Equations

Society for induStrial and applied MatheMaticS Numerical Solution of Algebraic Riccati Equations Dario A. Bini, Bruno Iannazzo, and Beatrice Meini Fundamentals of Algorithms 9 This concise and comprehensive treatment of the basic theory of algebraic Riccati equations describes the classical as well as the more advanced algorithms for their solution in a manner that is accessible to both practit...

Discrete Time H∞ Algebraic Riccati Equations