Back to Search
Start Over
Numerical Algorithms of the Discrete Coupled Algebraic Riccati Equation Arising in Optimal Control Systems.
- Source :
-
Mathematical Problems in Engineering . 8/31/2020, p1-8. 8p. - Publication Year :
- 2020
-
Abstract
- The discrete coupled algebraic Riccati equation (DCARE) has wide applications in robust control, optimal control, and so on. In this paper, we present two iterative algorithms for solving the DCARE. The two iterative algorithms contain both the iterative solution in the last iterative step and the iterative solution in the current iterative step. And, for different initial value, the iterative sequences are increasing and bounded in one algorithm and decreasing and bounded in another. They are all monotonous and convergent. Numerical examples demonstrate the convergence effect of the presented algorithms. [ABSTRACT FROM AUTHOR]
- Subjects :
- *RICCATI equation
*ALGEBRAIC equations
*ROBUST control
*ALGORITHMS
Subjects
Details
- Language :
- English
- ISSN :
- 1024123X
- Database :
- Academic Search Index
- Journal :
- Mathematical Problems in Engineering
- Publication Type :
- Academic Journal
- Accession number :
- 145399566
- Full Text :
- https://doi.org/10.1155/2020/1841582