pith. sign in

arxiv: 1509.02015 · v2 · pith:S4RGMPMRnew · submitted 2015-09-07 · 🧮 math.NA · cs.NA

Methods for verified stabilizing solutions to continuous-time algebraic Riccati equations

classification 🧮 math.NA cs.NA
keywords krawczykmethodprocedurealgebraiccontinuous-timeemphequationexamples
0
0 comments X
read the original abstract

We describe a procedure based on the Krawczyk method to compute a verified enclosure for the stabilizing solution of a continuous-time algebraic Riccati equation $A^*X+XA+Q=XGX$ building on the work of [B.~Hashemi, \emph{SCAN} 2012] and adding several modifications to the Krawczyk procedure. We show that after these improvements the Krawczyk method reaches results comparable with the current state-of-the-art algorithm [Miyajima, \emph{Jpn. J. Ind. Appl. Math} 2015], and surpasses it in some examples. Moreover, we introduce a new direct method for verification which has a cubic complexity in term of the dimension of $X$, employing a fixed-point formulation of the equation inspired by the ADI procedure. The resulting methods are tested on a number of standard benchmark examples.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.