کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
4633867 1340681 2008 8 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
A method to solve the discrete-time coupled algebraic Riccati equations
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
A method to solve the discrete-time coupled algebraic Riccati equations
چکیده انگلیسی

We consider a set of discrete-time coupled algebraic Riccati equations that arise in quadratic optimal control. Two iterations for computing a symmetric solution of this system are investigated. New iterations are based on the properties of a Stein equation. It is necessary to solve a Stein equation at each step of proposed algorithms. We adapt the conditions for convergence several previous iterations presented in the literature for solving rational Riccati equations arising in stochastic control.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Applied Mathematics and Computation - Volume 206, Issue 1, 1 December 2008, Pages 34–41
نویسندگان
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