| ON SIGN FUNCTION AND SQUARE ROOT METHODS FOR SOLUTION OF REAL ALGEBRAIC RICCATI EQUATIONS |
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| 引用本文： | 卢琳璋. ON SIGN FUNCTION AND SQUARE ROOT METHODS FOR SOLUTION OF REAL ALGEBRAIC RICCATI EQUATIONS[J]. 高等学校计算数学学报(英文版), 1992, 0(1) |
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| 作者姓名： | 卢琳璋 |
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| 作者单位： | Departement of |
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| 基金项目： | This work was supported in part by China State Major Key Project for Basic Researches. |
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| 摘 要： | In this paper, we first justify the theory of the square root algorithm presented in [1], [2] by simple application of the matrix sign function, then we present an iterative square root algorithm for the continuous time algebraic Riccati equation.
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ON SIGN FUNCTION AND SQUARE ROOT METHODS FOR SOLUTION OF REAL ALGEBRAIC RICCATI EQUATIONS |
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| Lu Lin-zhang Departement of Mathematics,Xiamen University,Xiamen,Fujian,People''''s Rep. of China. ON SIGN FUNCTION AND SQUARE ROOT METHODS FOR SOLUTION OF REAL ALGEBRAIC RICCATI EQUATIONS[J]. Numerical Mathematics A Journal of Chinese Universities English Series, 1992, 0(1) |
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| Authors: | Lu Lin-zhang Departement of Mathematics Xiamen University Xiamen Fujian People''''s Rep. of China |
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| Abstract: | In this paper, we first justify the theory of the square root algorithm presented in [1], [2] by simple application of the matrix sign function, then we present an iterative square root algorithm for the continuous time algebraic Riccati equation. |
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| Keywords: | Matrix sign function and square root algebraic Riccati equation |
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