The intrinsic Toeplitz structure and its applications in algebraic Riccati equations

In this paper, we derive a Toeplitz-structured closed form of the unique positive semi-definite stabilizing solution for the discrete-time algebraic Riccati equations, especially for the case that the state matrix is not stable. Based on the found form and fast Fourier transform, we propose a new al...

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Veröffentlicht in:	Numerical algorithms 2023-05, Vol.93 (1), p.227-267
Hauptverfasser:	Guo, Zhen-Chen, Liang, Xin
Format:	Artikel
Sprache:	eng
Schlagworte:	Algebra Algorithms Approximation Computer Science Eigenvalues Fast Fourier transformations Fourier transforms Methods Numeric Computing Numerical Analysis Original Paper Riccati equation Theory of Computation
Online-Zugang:	Volltext
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