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    National Tsing Hua University Institutional Repository > 理學院 > 數學系 > 期刊論文 >  Structure-preserving algorithms for periodic discrete-time algebraic Riccati equations


    Please use this identifier to cite or link to this item: http://nthur.lib.nthu.edu.tw/dspace/handle/987654321/45741


    Title: Structure-preserving algorithms for periodic discrete-time algebraic Riccati equations
    Authors: Chu EKW;Fan HY;Lin WW;Wang CS
    教師: 林文偉
    Date: 2004
    Publisher: Taylor & Francis
    Relation: International Journal of Control,Taylor & Francis,Volume: 77,Issue: 8,Pages: 767-788,Published: MAY 20 2004
    Keywords: NUMERICAL-SOLUTION
    SYSTEMS
    Abstract: In this paper we investigate structure-preserving algorithms for computing the symmetric positive semi-definite solutions to the periodic discrete-time algebraic Riccati equations (P-DAREs). Using a structure-preserving swap and collapse procedure, a single symplectic matrix pair in standard symplectic form is obtained. The P-DAREs can then be solved via a single DARE, using a structure-preserving doubling algorithm. We develop the structure-preserving doubling algorithm from a new point of view and show its quadratic convergence under assumptions which are weaker than stabilizability and detectability. With several numerical results, the algorithm is shown to be efficient, out-performing other algorithms on a large set of benchmark problems.
    URI: http://www.tandf.co.uk/journals/default.asp
    http://nthur.lib.nthu.edu.tw/dspace/handle/987654321/45741
    Appears in Collections:[數學系] 期刊論文

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