Robust verification algorithm for stabilizing solutions of discrete-time algebraic Riccati equations

被引：0
|
作者：
Shinya Miyajima
机构：
[1] Iwate University,Faculty of Science and Engineering
来源：
Japan Journal of Industrial and Applied Mathematics | 2019年 / 36卷
关键词：
Discrete-time algebraic Riccati equation; Stabilizing solution; Verified numerical computation; Perron–Frobenius theory; 15A24; 39B42; 65G20;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
A robust algorithm is proposed for numerically computing an interval matrix containing the stabilizing solution of a discrete-time algebraic Riccati equation. This algorithm is based on estimating an upper bound for the spectral radius of a matrix power utilizing the Perron–Frobenius theory. The algorithm moreover verifies the uniqueness of the contained solution. Numerical results show that the algorithm is more successful than the previous algorithms.
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页码：763 / 776
页数：13
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