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.

引用

页数：6

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