کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
4635376 1340710 2007 16 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
A numerical algorithm for finding solution of sign-indefinite algebraic Riccati equations for general multiparameter singularly perturbed systems
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
A numerical algorithm for finding solution of sign-indefinite algebraic Riccati equations for general multiparameter singularly perturbed systems
چکیده انگلیسی
In this paper, a computational algorithm for solving sign-indefinite general multiparameter algebraic Riccati equation (SIGMARE) that arises in the H∞ filtering problem is investigated. After establishing the asymptotic structure of the solution of the SIGMARE, in order to solve the SIGMARE, Newton's method and two fixed point algorithms are combined. As a result, the new iterative algorithm achieves the quadratic convergence property and succeeds in reducing the computing workspace dramatically. As another important feature, the convergence criteria for small parameters εi is derived for the first time. Moreover, it is shown that the uniqueness and positive semidefiniteness of the convergence solutions are guaranteed in the neighborhood of the initial conditions.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Applied Mathematics and Computation - Volume 189, Issue 1, 1 June 2007, Pages 255-270
نویسندگان
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