A revised Kleinman algorithm to solve algebraic Riccati equation of singularly perturbed systems

被引：10
|
作者：
Mukaidani, H [1 ]
Xu, H
Mizukami, K
机构：
[1] Hiroshima City Univ, Fac Informat Sci, Asaminami Ku, Hiroshima 7313194, Japan
[2] Univ Tsukuba, Grad Sch Business Sci, Bunkyo Ku, Tokyo 1120012, Japan
[3] Hiroshima Kokusai Gakuin Univ, Fac Engn, Aki Ku, Hiroshima 7390321, Japan
来源：
AUTOMATICA | 2002年 / 38卷 / 03期
关键词：
Kleinman algorithm; singular perturbed systems; Newton-Kantorovich theorem; generalized algebraic Lyapunov equation;
D O I：
10.1016/S0005-1098(01)00230-8
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, we show that the Kleinman algorithm can be used well to solve the algebraic Riccati equation (ARE) of singularly perturbed systems, where the quadratic term of the ARE may be indefinite. The quadratic convergence property of the Kleinman algorithm is proved by using the Newton-Kantorovich theorem when the initial condition is chosen appropriately. In addition, the numerical method to solve the generalized algebraic Lyapunov equation (GALE) appearing in the Kleinman algorithm is given. (C) 2002 Elsevier Science Ltd. All rights reserved.
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页码：553 / 558
页数：6
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