弱結合システムに対するリカッチ代数方程式を解くための数値計算法

書誌事項

タイトル別名
  • Numerical Computation for Solving Algebraic Riccati Equations of Weakly Coupled Systems
  • ジャク ケツゴウ システム ニ タイスル リカッチ ダイスウ ホウテイシキ オ トク タメ ノ スウチ ケイサンホウ

この論文をさがす

抄録

In this paper, an algorithm for solving the algebraic Riccati equation (ARE) that has an indefinite sign quadratic term related to weakly-coupled large scale systems is investigated. A novel contribution is that a new iterative algorithm is derived by combining Newton's method and the fixed point algorithm. As a result, for sufficiently small ε, we can obtain the ARE solution with a quadratic convergence rate. Moreover, it is possible to calculate the ARE solution by the same dimension of each subsystem. As another important feature, the algorithm for solving the filtering ARE is also discussed. Finally, in order to demonstrate the efficiency of the proposed algorithm, the numerical example is given.

収録刊行物

参考文献 (22)*注記

もっと見る

詳細情報

問題の指摘

ページトップへ