Solution of Riccati Equation with a Hamiltonian Matrix Having Eigenvalues on the Imaginary Axis

Vladimir B. Larin

doi:10.1615/JAutomatInfScien.v32.i3.20

Journal of Automation and Information Sciences

Editor-in-Chief: Arkadiy A. Chikriy (open in a new tab)

Associate Editors: Vyacheslav F. Gubarev (open in a new tab) Yuriy P. Kondratenko (open in a new tab) Nonna V. Turovyerova (open in a new tab)

Published 12 issues per year

ISSN Print: 1064-2315

ISSN Online: 2163-9337

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Solution of Riccati Equation with a Hamiltonian Matrix Having Eigenvalues on the Imaginary Axis

Volume 32, Issue 3, 2000, pp. 7-17

DOI: 10.1615/JAutomatInfScien.v32.i3.20

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Vladimir B. Larin
S.P. Timoshenko Institute of Mechanics of National Academy of Sciences of Ukraine, Kyiv, Ukraine

ABSTRACT

The algorithm for solving algebraic Riccati equation, which Hamiltonian matrix has eigenvalues on the imaginary axis, is described. The algorithm is applied to canonical J-factorization of an irregular matrix polynomial having no zero roots over the imaginary axis. This is used also for J-factorization of a regular matrix polynomial with zero roots.

KEY WORDS: algebraic Riccati equation, Hamiltonian matrix, matrix polynomial, Jordan factorization, matrix expansion.

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