ID PW
 
* Join the Member of ICROS 
* Need your ID or Password?
 
 
 
Subject Keyword Abstract Author
 
 
The Structure-preserving Doubling Numerical Algorithm of the Continuous Coupled Algebraic Riccati Equation

Juan Zhang* and Shifeng Li
International Journal of Control, Automation, and Systems, vol. 18, no. 7, pp.1641-1650, 2020

Abstract : 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.

Keyword : Continuous coupled algebraic Riccati equation, convergence analysis, doubling algorithm, the symmetric positive semi-definite solution

 
Copyright ⓒ ICROS. All rights reserved.
Institute of Control, Robotics and Systems, Suseo Hyundai-Ventureville 723, Bamgogae-ro 1-gil 10, Gangnam-gu, Seoul 06349, Korea
Homepage http://eng.icros.org | Tel. +82-2-6949-5801 (ext. 3) | Fax. +82-2-6949-5807 | E-mail icros@icros.org