A revised Kleinman algorithm to solve algebraic Riccati equation of singularly perturbed systems
نویسندگان
چکیده
In this paper, we show that the Kleinman algorithm can be used well to solve the algebraic Riccati equation (ARE) of singularly perturbed systems, where the quadratic term of the ARE may be inde1nite. The quadratic convergence property of the Kleinman algorithm is proved by using the Newton–Kantorovich theorem when the initial condition is chosen appropriately. In addition, the numerical method to solve the generalized algebraic Lyapunov equation (GALE) appearing in the Kleinman algorithm is given. ? 2002 Elsevier Science Ltd. All rights reserved.
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ورودعنوان ژورنال:
- Automatica
دوره 38 شماره
صفحات -
تاریخ انتشار 2002