کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
9498453 1631205 2005 26 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
A structure-preserving doubling algorithm for continuous-time algebraic Riccati equations
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات اعداد جبر و تئوری
پیش نمایش صفحه اول مقاله
A structure-preserving doubling algorithm for continuous-time algebraic Riccati equations
چکیده انگلیسی
Continuous-time algebraic Riccati equations (CAREs) can be transformed, à la Cayley, to discrete-time algebraic Riccati equations (DAREs). The efficient structure-preserving doubling algorithm (SDA) for DAREs, from [E.K.-W. Chu, H.-Y. Fan, W.-W. Lin, A structure-preserving doubling algorithm for periodic discrete-time algebraic Riccati equations, preprint 2002-28, NCTS, National Tsing Hua University, Hsinchu 300, Taiwan, 2003; E.K.-W. Chu, H.-Y. Fan, W.-W. Lin, C.-S. Wang, A structure-preserving doubling algorithm for periodic discrete-time algebraic Riccati equations, preprint 2002-18, NCTS, National Tsing Hua University, Hsinchu 300, Taiwan, 2003], can then be applied. In this paper, we develop the structure-preserving doubling algorithm from a new point of view and show its quadratic convergence under assumptions which are weaker than stabilizability and detectability, as well as practical issues involved in the application of the SDA to CAREs. A modified version of the SDA, developed for DAREs with a “doubly symmetric” structure, is also presented. Extensive numerical results show that our approach is efficient and competitive.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Linear Algebra and its Applications - Volume 396, 1 February 2005, Pages 55-80
نویسندگان
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