DEFECT CORRECTION METHODS FOR THE SOLUTION OF ALGEBRAIC RICCATI-EQUATIONS

被引：31
|
作者：
MEHRMANN, V
TAN, E
机构：
[1] Univ Bielefeld, West Ger, Univ Bielefeld, West Ger
来源：
IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 1988年 / 33卷 / 07期
关键词：
CONTROL SYSTEMS; LINEAR - CONTROL SYSTEMS; OPTIMAL;
D O I：
10.1109/9.1282
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
The solution of discrete and continuous algebraic Riccati equations is considered. It is shown that if an approximate solution is obtained, then the defect for this solution again solves an algebraic Riccati equation of the same form, and that the system properties of detectability and stabilizability are inherited by this defect equation. On the basis of these results, a general defect-correction method is proposed and numerical examples are given for the use of this method in combination with A. Bunse-Gerstner and V. Mehrmann's (1986) SR method.
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页码：695 / 698
页数：4
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