کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
8902018 | 1631953 | 2018 | 33 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
An accelerated technique for solving one type of discrete-time algebraic Riccati equations
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
چکیده انگلیسی
Algebraic Riccati equations are encountered in many applications of control and engineering problems, e.g., LQG problems and Hâ control theory. In this work, we study the properties of one type of discrete-time algebraic Riccati equations. Our contribution is twofold. First, we present sufficient conditions for the existence of a unique positive definite solution. Second, we propose an accelerated algorithm to obtain the positive definite solution with the rate of convergence of any desired order. Numerical experiments strongly support that our approach performs extremely well even in the almost critical case. As a byproduct, we show that this method is capable of computing the unique negative definite solution, once it exists.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Computational and Applied Mathematics - Volume 338, 15 August 2018, Pages 91-110
Journal: Journal of Computational and Applied Mathematics - Volume 338, 15 August 2018, Pages 91-110
نویسندگان
Matthew M. Lin, Chun-Yueh Chiang,