Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4635955 | Applied Mathematics and Computation | 2007 | 11 Pages |
Abstract
In this paper, the computation of the linear closed-loop Stackelberg strategies with small singular perturbation parameter that characterizes singularly perturbed systems (SPS) are studied. The attention is focused on a new numerical algorithm for solving a set of cross-coupled algebraic Lyapunov and Riccati equations (CALRE). It is proven that the new algorithm guarantees the local quadratic convergence. A numerical example is solved to show a reduction of the average CPU time compared with the existing algorithm.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Hiroaki Mukaidani,