An iterative algorithm to solve periodic Riccati differential equations with an indefinite quadratic term

被引：0
|
作者：
Feng, Yantao [1 ]
Anderson, Brian D. O. [1 ]
机构：
[1] Australian Natl Univ, Res Sch Informat Sci & Engn, Canberra, ACT 0200, Australia
来源：
47TH IEEE CONFERENCE ON DECISION AND CONTROL, 2008 (CDC 2008) | 2008年
关键词：
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：
An iterative algorithm to solve periodic Riccati differential equations (PRDE) with an indefinite quadratic term is proposed. In our algorithm, we replace the problem of solving a PRDE with an indefinite quadratic term by the problem of solving a sequence of PRDEs with a negative semidefinite quadratic term which can be solved by existing methods. The global convergence is guaranteed and a proof is given.
引用
收藏
页码：339 / 344
页数：6
相关论文
共 50 条
  • [1] A New Iterative Algorithm to Solve Periodic Riccati Differential Equations With Sign Indefinite Quadratic Terms
    Feng, Yantao
    Varga, Andras
    Anderson, Brian D. O.
    Lovera, Marco
    IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2011, 56 (04) : 929 - 934
  • [2] Eighth order Predictor-Corrector Method to Solve Quadratic Riccati Differential Equations
    Kassahun, Wase
    Shiferaw, Alemayehu
    Gebregiorgis, Solomon
    MOMONA ETHIOPIAN JOURNAL OF SCIENCE, 2021, 13 (02): : 213 - 224
  • [3] An algorithm to solve algebraic Riccati equations with polynomials
    Augusta, Petr
    2012 17TH INTERNATIONAL CONFERENCE ON METHODS AND MODELS IN AUTOMATION AND ROBOTICS (MMAR), 2012, : 409 - 414
  • [4] NECESSARY AND SUFFICIENT CONDITIONS FOR THE EXISTENCE OF POSITIVE SOLUTIONS TO ALGEBRAIC RICCATI-EQUATIONS WITH INDEFINITE QUADRATIC TERM
    CHEN, SP
    APPLIED MATHEMATICS AND OPTIMIZATION, 1992, 26 (01): : 95 - 110
  • [5] On the Stabilizing Solution of Periodic Riccati Differential Equations Related to a Class of Stochastic Linear Quadratic Differential Game
    Dragan, V.
    Aberkane, S.
    Ivanov, I.
    Popa, I. -L.
    IFAC PAPERSONLINE, 2017, 50 (01): : 9567 - 9572
  • [6] Computing the Positive Stabilizing Solution to Algebraic Riccati Equations With an Indefinite Quadratic Term via a Recursive Method
    Lanzon, Alexander
    Feng, Yantao
    Anderson, Brian D. O.
    Rotkowitz, Michael
    IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2008, 53 (10) : 2280 - 2291
  • [7] Indefinite stochastic linear quadratic control and generalized differential Riccati equation
    Rami, MA
    Moore, JB
    Zhou, XY
    PROCEEDINGS OF THE 40TH IEEE CONFERENCE ON DECISION AND CONTROL, VOLS 1-5, 2001, : 1263 - 1268
  • [8] Indefinite stochastic linear quadratic control and generalized differential Riccati equation
    Rami, MA
    Moore, JB
    Zhou, XY
    SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2001, 40 (04) : 1296 - 1311
  • [9] A Neuro Approach to Solve Fuzzy Riccati Differential Equations
    Shahriri, Mohammad Shazri
    Kumaresan, N.
    Kamali, M. Z. M.
    Ratnavelu, Kurunathan
    22ND NATIONAL SYMPOSIUM ON MATHEMATICAL SCIENCES (SKSM22), 2015, 1682
  • [10] Iterative algorithms for discrete periodic Riccati matrix equations
    Wu, Ai-Guo
    Zhang, Ying
    Jiang, Tong-Yang
    INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE, 2019, 50 (11) : 2102 - 2112
12345