DocumentCode
777972
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
Volume
40
Issue
5
fYear
1995
fDate
5/1/1995 12:00:00 AM
Firstpage
920
Lastpage
924
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;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/9.384231
Filename
384231
Link To Document