An efficient algorithm for the discrete-time algebraic Riccati equation
نویسندگان
چکیده
In this paper the authors develop a new algorithm to solve the standard discrete-time algebraic Riccati equation by using a skewHamiltonian 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.
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ورودعنوان ژورنال:
- IEEE Trans. Automat. Contr.
دوره 44 شماره
صفحات -
تاریخ انتشار 1999