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    National Tsing Hua University Institutional Repository > 理學院 > 數學系 > 期刊論文 >  A generalized structure-preserving doubling algorithm for generalized discrete-time algebraic Riccati equations


    Please use this identifier to cite or link to this item: http://nthur.lib.nthu.edu.tw/dspace/handle/987654321/45738


    Title: A generalized structure-preserving doubling algorithm for generalized discrete-time algebraic Riccati equations
    Authors: Hwang TM;Chu EKW;Lin WW
    教師: 林文偉
    Date: 2005
    Publisher: Taylor & Francis
    Relation: International Journal of Control,Taylor & Francis,Volume: 78,Issue: 14,Pages: 1063-1075,Published: SEP 20 2005
    Keywords: SYSTEMS
    Abstract: In Chu et al. (2004), an efficient structure-preserving doubling algorithm (SDA) was proposed for the solution of discrete-time algebraic Riccati equations (DAREs). In this paper, we generalize the SDA to the G-SDA, for the generalized DARE: (EXE)-X-T = A(T)XA - (A(T)XB + (CS)-S-T) (R + (BXB)-X-T)(-1) (B(T)XA + (SC)-C-T) + C(T)QC. Using Cayley transformation twice, we transform the generalized DARE to a DARE in a standard symplectic form without any explicit inversions of ( possibly ill-conditioned) R and E. The SDA can then be applied. Selected numerical examples illustrate that the G-SDA is efficient, out-performing other algorithms.
    URI: http://www.tandf.co.uk/journals/default.asp
    http://nthur.lib.nthu.edu.tw/dspace/handle/987654321/45738
    Appears in Collections:[數學系] 期刊論文

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