On solving periodic Riccati equations
نویسندگان
چکیده
منابع مشابه
On solving periodic Riccati equations
Numerically reliable algorithms to compute the periodic non-negative definite stabilizing solutions of the periodic differential Riccati equation (PRDE) and discrete-time periodic Riccati equation (DPRE) are proposed. For the numerical solution of PRDEs, a new multiple shooting-type algorithm is developed to compute the periodic solutions in an arbitrary number of time moments within one period...
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Two numerically reliable algorithms to compute the periodic nonnegative definite stabilizing solution of discrete-time periodic Riccati equations are proposed. The first method represents an extension of the periodic QZ algorithm to non-square periodic pairs, while the second method represents an extension of a quotient-product swapping and collapsing ”fast” algorithm. Both approaches are compl...
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In this paper, we present a numerical method for solving large continuous-time algebraic Riccati equations. This method is based on the global FOM algorithm and we call it by global FOM-Riccati-Like (GFRL) algorithm .
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This technical report describes three approaches for solving the Differential Riccati Equation (DRE), by means of the Backward Differentiation Formula (BDF) and resolution of the corresponding implicit equation, using Newton's method. These approaches are based on: GMRES method, resolution of Sylvester equation and fixed point method. The role and use of DRE is especially important in optimal c...
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An exact line search method has been introduced by Benner and Byers [IEEE Trans. Autom. Control, 43 (1998), pp. 101–107] for solving continuous algebraic Riccati equations. The method is a modification of Newton’s method. A convergence theory is established in that paper for the Newton-like method under the strong hypothesis of controllability, while the original Newton’s method needs only the ...
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ژورنال
عنوان ژورنال: Numerical Linear Algebra with Applications
سال: 2008
ISSN: 1070-5325,1099-1506
DOI: 10.1002/nla.604