Iterative algorithms for reducing inversion of discrete algebraic riccati matrix equation

被引:0
|
作者
Liu, Jianzhou [1 ]
Wang, Zheng [1 ]
Xie, Zhiming [1 ]
Wang, Li [2 ]
机构
[1] Xiangtan Univ, Sch Math & Computat Sci, Xiangtan 411105, Hunan, Peoples R China
[2] Hunan Univ Sci & Technol, Sch Math & Computat Sci, Xiangtan 411105, Hunan, Peoples R China
基金
中国国家自然科学基金;
关键词
discrete algebraic Riccati equation; Schur complement; Schulz iteration; convergence theory; SOLUTION BOUNDS; EXISTENCE UNIQUENESS; DOUBLING ALGORITHMS; LYAPUNOV EQUATIONS; EIGENVALUE BOUNDS; SYSTEMS;
D O I
10.1093/imamci/dnac017
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 practical engineering, many control problems usually can be transformed into solutions of the discrete algebraic Riccati equation (DARE), which has two matrix inverse operations formally. In this paper, first, by the relationship between properties of the matrix Schur complement and partitioned representation of inverse matrix, we change the DARE with twice inversions into an equivalent form with once inversion and propose a corresponding iterative algorithm. Next, for a special case of DARE, we deformed this DARE into a new equivalent one. For the equivalent form, we propose a new iterative algorithm in an inversion-free way. Furthermore, for these algorithms, we prove their monotone convergence and give the analysis of their errors. Last, comparing with some existing work on this topic, corresponding numerical examples are given to illustrate the superiority and effectiveness of our results.
引用
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页码:985 / 1007
页数:23
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