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A collection of benchmark examples for the numerical solution of algebraic Riccati equations I: Continuous-time case


Author(s) : Volker Mehrmann Alan J. Laub Alan J. Laub Peter Benner Peter Benner Volker Mehrmann, 
Publisher : N/A
Publication Date : 1995
ISSN : N/A
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. 1,