Title :
Continuation methods for solving modified discrete-time algebraic Riccati equations
Author :
Lin, Wen-Wei ; Wang, Chern-Shuh ; Han, Chuan Hsiang
Author_Institution :
Inst. of Appl. Math., Nat. Tsing Hua Univ., Hsinchu, Taiwan
fDate :
5/1/1995 12:00:00 AM
Abstract :
It is well known that the continuation methods have been successfully applied to solve polynomial systems and fixed point problems, etc. In this paper, we consider a discrete-time algebraic Riccati equation with an admissible, low rank, and symmetric perturbation. Our attention is directed primarily to this modified discrete-time algebraic Riccati equation and the numerical method for its solution based on proceeding along the continuation path
Keywords :
Riccati equations; convergence of numerical methods; discrete time systems; matrix algebra; continuation methods; convergence; discrete-time algebraic Riccati equations; numerical method; polynomial systems; symmetric perturbation; Differential algebraic equations; Eigenvalues and eigenfunctions; Mathematics; Matrices; Polynomials; Riccati equations;
Journal_Title :
Automatic Control, IEEE Transactions on
