Abstract:
An efficient computational method for solving algebraic matrix Riccati equation is discussed. The solution of this equation based on eigenvectors corresponding to negative real part of an eigenvalue of Hamiltonian matrix of order 2n is available by various methods. If any eigenvalue is complex they involve complex arithmetic. The solution of matrix Riccati equation is designed in an efficient way by considering the real and imaginary parts of the eigenvector corresponding to the ith eigenvalue as the ith and (i+1)st eigenvector of Hamiltonian mtrix. Two matrices are formed whose product is shown to be the solution of matrix Riccati equation. This saves the computer double storage as well as CPU time.
Page(s):
39-42
DOI:
DOI not available
Published:
Journal: Mehran University Research Journal of Engineering and Technology, Volume: 5, Issue: 3, Year: 1986