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Separation procedure and new derivation of Larin's algorithms for solving algebraic Riccati equations

With the help of constructing orthogonal projections a transformation of a matrix into the block triangular form separating its spectrum into the "stable" and "unstable" parts is obtained. Using this form a modification of Larin's separation procedure is given. A new simple...

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Bibliographic Details
Main Authors: Cheremensky, A.G., Dakev, N.V.
Format: Conference Proceeding
Language:English
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Summary:With the help of constructing orthogonal projections a transformation of a matrix into the block triangular form separating its spectrum into the "stable" and "unstable" parts is obtained. Using this form a modification of Larin's separation procedure is given. A new simple derivation of Larin's algorithms for construction of orthogonal projections and stabilizing solutions of matrix algebraic Riccati equations is produced. A high precision computer realisation of Larin's algorithms is created using Turbo C on IBM PCs and close compatibles.< >
DOI:10.1109/CACSD.1994.288883