The Structure-preserving Doubling Numerical Algorithm of the Continuous Coupled Algebraic Riccati Equation

被引：4
|
作者：
Zhang, Juan [1 ]
Li, Shifeng [1 ]
机构：
[1] Xiangtan Univ, Dept Math & Computat Sci, Hunan Key Lab Computat & Simulat Sci & Engn, Xiangtan 411105, Hunan, Peoples R China
来源：
INTERNATIONAL JOURNAL OF CONTROL AUTOMATION AND SYSTEMS | 2020年 / 18卷 / 07期
基金：
中国国家自然科学基金;
关键词：
Continuous coupled algebraic Riccati equation; convergence analysis; doubling algorithm; the symmetric positive semi-definite solution; UPPER SOLUTION BOUNDS; ITERATIONS;
D O I：
10.1007/s12555-019-0368-y
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
In the paper, we apply a structure-preserving doubling algorithm to solve the continuous coupled algebraic Riccati equation (CCARE). Using the existence and uniqueness of the CCARE, we show that the iteration solution of the CCARE are positive semi-definite, symmetric, and unique. Further, we discuss the convergent analysis of the structure-preserving doubling algorithm. Moreover, we present two modified structure-preserving doubling algorithms. Finally, we offer corresponding numerical examples to illustrate the effectiveness of the derived numerical algorithms.
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页码：1641 / 1650
页数：10
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