An Improved Iterative Method for Solving the Discrete Algebraic Riccati Equation

被引：3
|
作者：
Wang, Li [1 ]
机构：
[1] Hunan Univ Sci & Technol, Sch Math & Computat Sci, Xiangtan, Hunan, Peoples R China
来源：
MATHEMATICAL PROBLEMS IN ENGINEERING | 2020年 / 2020卷
基金：
中国国家自然科学基金;
关键词：
MATRIX BOUNDS; ALGORITHMS;
D O I：
10.1155/2020/3283157
中图分类号：
T [工业技术];
学科分类号：
08 ;
摘要：
The discrete algebraic Riccati equation has wide applications, especially in networked systems and optimal control systems. In this paper, according to the damped Newton method, two iterative algorithms with a stepsize parameter is proposed to solve the discrete algebraic Riccati equation, one of which is an extension of Algorithm (4.1) in Dai and Bai (2011). A numerical example demonstrates the convergence effect of the presented algorithm.
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页数：6
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