Asymptotic expansions and a new numerical algorithm of the algebraic Riccati equation for multiparameter singularly perturbed systems

被引：13

作者：

Mukaidani, H ^{[1
]}

Shimomura, T

Mizukami, K

机构：

[1] Hiroshima City Univ, Fac Informat Sci, Asaminami Ku, Hiroshima 7313194, Japan

[2] Hiroshima Univ, Grad Sch Educ, Higashihiroshima 7398524, Japan

[3] Hiroshima Kokusai Gakuin Univ, Fac Engn, Aki Ku, Hiroshima 7390321, Japan

来源：

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS | 2002年 / 267卷 / 01期

关键词：

D O I：

10.1006/jmaa.2001.7764

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper we study a continuous-time multiparameter algebraic Riccati equation (MARE) with an indefinite sign quadratic term. The existence of a unique and bounded solution of the MARE is newly established. We show that the Kleinman algorithm can be used to solve the sign indefinite MARE. The proof of the convergence and the existence of the unique solution of the Kleinman algorithm is done by using the Newton-Kantorovich theorem. Furthermore, we present new algorithms for solving the generalized multiparameter algebraic Lyapunov equation (GMALE) by means of the fixed-point algorithm. (C) 2002 Elsevier Science (USA).

引用

页码：209 / 234

页数：26

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