An Implicit Iterative Algorithm for Generalized Algebraic Riccati Matrix Equations

被引：0
|
作者：
Wu, Aiguo [1 ]
Wang, Yu [1 ]
Sun, Huijie [1 ]
机构：
[1] Harbin Inst Technol, Shenzhen Grad Sch, Sch Mech Engn & Automat, Shenzhen 518055, Peoples R China
来源：
2017 EIGHTH INTERNATIONAL CONFERENCE ON INTELLIGENT CONTROL AND INFORMATION PROCESSING (ICICIP) | 2017年
基金：
中国国家自然科学基金;
关键词：
Riccati matrix equations; convergence property; initial condition; tuning parameter; STOCHASTIC-CONTROL;
D O I：
暂无
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
In this paper, an implicit iterative algorithm is developed to obtain the unique positive definite solution of the generalized algebraic Riccati matrix equation. For this proposed algorithm, there exisits a tuning parameter which can be chosen such that this algorithm achieves better convergence performance. Some convergence results are given for the proposed algorithm. Moreover, an approach is also provided to choose an appropriate initial condition for this algorithm. Finally, a numerical example is presented to verify the effectiveness of this algorithm.
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页码：147 / 150
页数：4
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