DocumentCode
3304001
Title
Solving discrete algebraic Riccati equations: A new recursive method
Author
Feng, Yantao ; Anderson, Brian D O ; Chen, Weitian
fYear
2009
fDate
15-18 Dec. 2009
Firstpage
1720
Lastpage
1724
Abstract
In this paper, an iterative algorithm is proposed to solve discrete time algebraic Riccati equations (DARE) with a sign indefinite quadratic term, which arise from linear discrete time H¿ control. By constructing two positive semidefinite matrix sequences, we obtain the stabilizing solution of the given DARE. The algorithm has a global convergence property.
Keywords
H¿ control; Riccati equations; discrete time systems; linear systems; recursive estimation; discrete time algebraic Riccati equations; global convergence property; linear discrete time H¿ control; recursive method; semideflnite matrix sequences; sign indefinite quadratic term; Convergence of numerical methods; Difference equations; Eigenvalues and eigenfunctions; Game theory; Hydrogen; Iterative algorithms; Nonlinear equations; Riccati equations;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 2009 held jointly with the 2009 28th Chinese Control Conference. CDC/CCC 2009. Proceedings of the 48th IEEE Conference on
Conference_Location
Shanghai
ISSN
0191-2216
Print_ISBN
978-1-4244-3871-6
Electronic_ISBN
0191-2216
Type
conf
DOI
10.1109/CDC.2009.5400097
Filename
5400097
Link To Document