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
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