Factoring symmetric totally nonpositive matrices and inverses with a diagonal pivoting method

The discrete coupled algebraic Riccati equation (DCARE) has wide applications in robust control, optimal control, and so on. In this paper, we present two iterative algorithms for solving the DCARE. The two iterative algorithms contain both the iterative solution in the last iterative step and the iterative solution in the current iterative step. And, for different initial value, the iterative sequences are increasing and bounded in one algorithm and decreasing and bounded in another. They are all monotonous and convergent. Numerical examples demonstrate the convergence effect of the presented algorithms.

show abstract

scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.

Contact Info

customersupport@researchsolutions.com

10624 S. Eastern Ave., Ste. A-614

Henderson, NV 89052, USA

This site is protected by reCAPTCHA and the Google Privacy Policy and Terms of Service apply.

Blog Terms and Conditions API Terms Privacy Policy Contact Cookie Preferences Do Not Sell or Share My Personal Information

Made with 💙 for researchers

Part of the Research Solutions Family.

Factoring symmetric totally nonpositive matrices and inverses with a diagonal pivoting method

Cited by 2 publications

References 20 publications

The Bunch–Kaufman factorization of symmetric matrices signature similar to sign regular matrices

The Bunch–Kaufman factorization of symmetric matrices signature similar to sign regular matrices

Numerical Algorithms of the Discrete Coupled Algebraic Riccati Equation Arising in Optimal Control Systems

Contact Info

Product

Resources

About