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

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

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.

Shinya Miyajima | S. Miyajima

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