8 search results - page 1 / 2 » Analysis and modificaton of Newton's method for algebraic Ri... |
MOC
1998
13 years 7 months ago
1998
When Newton’s method is applied to find the maximal symmetric solution of an algebraic Riccati equation, convergence can be guaranteed under moderate conditions. In particular, ...
DAGSTUHL
2007
2007
Nonsymmetric algebraic Riccati equations associated with an M-matrix: recent advances and algorithms
13 years 9 months ago
We survey on theoretical properties and algorithms concerning the problem of solving a nonsymmetric algebraic Riccati equation, and we report on some known methods and new algorit...
EUROPAR
2006
Springer
13 years 11 months ago
2006
Springer
We discuss a parallel algorithm for the solution of large-scale generalized algebraic Riccati equations with dimension up to O(105 ). We survey the numerical algorithms underlying ...
AMC
2008
13 years 7 months ago
2008
This paper discusses the infinite horizon stochastic Nash games with state-dependent noise. After establishing the asymptotic structure along with the positive semidefiniteness for...
LSSC
2007
Springer
14 years 1 months ago
2007
Springer
Model reduction of large-scale linear time-invariant systems is an ubiquitous task in control and simulation of complex dynamical processes. We discuss how LQG balanced truncation ...