A Collection of Benchmark Examples for the Numerical Solution of Algebraic Riccati Equations II: Discrete-Time Case (1995)
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by
Peter Benner
,
Alan J. Laub
,
Volker Mehrmann
| Venue: | FAK. F. MATHEMATIK, TU CHEMNITZ--ZWICKAU |
| Citations: | 42 - 26 self |
BibTeX
@TECHREPORT{Benner95acollection,
author = {Peter Benner and Alan J. Laub and Volker Mehrmann},
title = {A Collection of Benchmark Examples for the Numerical Solution of Algebraic Riccati Equations II: Discrete-Time Case},
institution = {FAK. F. MATHEMATIK, TU CHEMNITZ--ZWICKAU},
year = {1995}
}
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Abstract
This is the second part of a collection of benchmark examples for the numerical solution of algebraic Riccati equations. After presenting examples for the continuous-time case in Part I, our concern in this paper is discrete-time algebraic Riccati equations. This collection may serve for testing purposes in the construction of new numerical methods, but may also be used as a reference set for the comparison of methods.
