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Fast verified computation for solutions of continuous-time algebraic Riccati equations

  • Shinya MiyajimaEmail author
Original Paper Area 2

Abstract

A fast numerical algorithm for computing interval matrices containing solutions of continuous-time algebraic Riccati equations is proposed. This algorithm utilizes numerical spectral decomposition and involves only cubic complexity. Stabilizing and anti-stabilizing properties and uniqueness of the contained solution can moreover be verified by this algorithm. Numerical results show the property of this algorithm.

Keywords

Algebraic Riccati equations Stabilizing solution Verified computation 

Mathematics Subject Classification

15A24 65F99 65G20 93C05 

Notes

Acknowledgments

The author thanks Dr. Behnam Hashemi and Prof. Siegfried M. Rump of Shiraz University of Technology and Hamburg University of Technology, respectively, for fruitful discussions. The author also acknowledges the referee for the valuable comments.

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Copyright information

© The JJIAM Publishing Committee and Springer Japan 2015

Authors and Affiliations

  1. 1.Faculty of EngineeringGifu UniversityGifuJapan

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