An efficient algorithm for the discrete-time algebraic Riccatiequation

Lu L.-Z.; Lin W.-W.; Pearce C.E.M.

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An efficient algorithm for the discrete-time algebraic Riccatiequation

机译：离散代数Riccatiequation的一种有效算法

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The authors develop an algorithm to solve the standard discrete-time algebraic Riccati equation by using a skew-Hamiltonian transformation and the square-root method. The algorithm is structure-preserving and efficient because the Hamiltonian structure is fully exploited and only orthogonal transformations are used. The efficiency and stability of the algorithm are analyzed, numerical examples are included

机译：作者开发了一种通过使用偏斜哈密顿变换和平方根方法来求解标准离散时间代数Riccati方程的算法。该算法是结构保留的并且有效的，因为充分利用了哈密顿结构并且仅使用正交变换。分析了算法的效率和稳定性，包括数值例子

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来源
《IEEE Transactions on Automatic Control》 |1999年第6期|p.1216-1220|共5页
作者
Lu L.-Z.; Lin W.-W.; Pearce C.E.M.;
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原文格式 PDF
正文语种 eng
中图分类自动化系统;
关键词
Riccati equations; discrete time systems; matrix algebra; numerical stability; discrete-time algebraic Riccati equation; orthogonal transformations; skew-Hamiltonian transformation; square-root method;

机译：Riccati方程;离散时间系统;矩阵代数;数值稳定性;离散代数Riccati方程;正交变换;斜哈密顿变换;平方根法;

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1. The set of positive semidefinite solutions of the algebraic Riccatiequation of discrete-time optimal control [J] . Wimmer H.K. IEEE Transactions on Automatic Control . 1996,第5期

机译：离散最优控制的代数Riccatiequation的正半定解集
2. An efficient algorithm for the discrete-time algebraic Riccati equation [J] . Lu L.-Z., Lin W.-W. IEEE Transactions on Automatic Control . 1999,第6期

机译：离散时间代数Riccati方程的有效算法
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4. On the Solution of The Discrete-time coupled Algebraic Riccatiequations [C] . R.P.Marques, O.L.V.Costa Triennial world congress of IFAC . 1999

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An efficient algorithm for the discrete-time algebraic Riccatiequation

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