HOMOTOPY METHODS FOR THE SOLUTION OF GENERAL MODIFIED ALGEBRAIC RICCATI-EQUATIONS

被引：12

作者：

RICHTER, S ^{[1
]}

HODEL, AS ^{[1
]}

PRUETT, PG ^{[1
]}

机构：

[1] AUBURN UNIV,DEPT ELECT ENGN,AUBURN,AL 36849

来源：

IEE PROCEEDINGS-D CONTROL THEORY AND APPLICATIONS | 1993年 / 140卷 / 06期

关键词：

ALGORITHMS; ALGEBRA; RICCATI EQUATIONS;

D O I：

10.1049/ip-d.1993.0059

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 ; 0809 ;

摘要：

In the paper, the authors present a method for the numerical solution of modified algebraic Riccati equations, A(T)Q + QA - Q(SIGMA)Q + V + F(Q) = 0, where the perturbation term F is low rank. They use a continuous homotopy approach with discrete corrections at each homotopy step. Their algorithm requires the solution of several perturbed Lyapunov equations during each iteration; thus they also address the rapid solution of sets of perturbed Lyapunov equations.

引用

页码：449 / 454

页数：6

共 32 条

[11]

Golub G.H., 1996, MATH GAZ, VThird

[12] NUMERICAL-SOLUTION OF THE STABLE, NONNEGATIVE DEFINITE LYAPUNOV EQUATION [J].