Algorithms for Solving a Unilateral Quadratic Matrix Equation and the Model Updating Problem
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The Schur and doubling methods, which are usually used to solve the algebraic Riccati equation, are generalized to the case of unilateral quadratic matrix equations. The efficiency of the algorithms proposed to solve the unilateral quadratic matrix equation is demonstrated by way of examples. The algorithms are compared with well-known ones. It is shown that the solutions of the unilateral quadratic matrix equation can be used to update model parameters.
Keywordsunilateral quadratic matrix equation linear matrix inequality model updating
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