On the Minimal Nonnegative Solution of Nonsymmetric Algebraic Riccati Equation
Year: 2005
Journal of Computational Mathematics, Vol. 23 (2005), Iss. 3 : pp. 305–320
Abstract
We study perturbation bound and structured condition number about the minimal nonnegative solution of nonsymmetric algebraic Riccati equation, obtaining a sharp perturbation bound and an accurate condition number. By using the matrix sign function method we present a new method for finding the minimal nonnegative solution of this algebraic Riccati equation. Based on this new method, we show how to compute the desired -matrix solution of the quadratic matrix equation by connecting it with the nonsymmetric algebraic Riccati equation, where is a diagonal matrix and is an -matrix.
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Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/2005-JCM-8817
Journal of Computational Mathematics, Vol. 23 (2005), Iss. 3 : pp. 305–320
Published online: 2005-01
AMS Subject Headings:
Copyright: COPYRIGHT: © Global Science Press
Pages: 16
Keywords: Nonsymmetric algebraic Riccati equation Minimal nonnegative solution Matrix sign function Quadratic matrix equation.