On the Hermitian and skew-Hermitian splitting-like iteration approach for solving complex continuous-time algebraic Riccati matrix equation

被引：15
|
作者：
Dehghan, Mehdi [1 ]
Shirilord, Akbar [1 ]
机构：
[1] Amirkabir Univ Technol, Fac Math & Comp Sci, Dept Appl Math, 424 Hafez Ave, Tehran 15914, Iran
来源：
APPLIED NUMERICAL MATHEMATICS | 2021年 / 170卷
关键词：
Continuous-time algebraic Riccati matrix equation; Hermitian and skew-Hermitian splitting; Convergence; Iterative method; Optimum parameter; SYSTEM;
D O I：
10.1016/j.apnum.2021.07.001
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
Some matrix equations are important in application and studying in various fields of sciences. One of them is continuous-time algebraic Riccati matrix equation that is an interesting subject for many researchers in engineering and sciences specially applied mathematics. In this work we try to apply Hermitian and skew-Hermitian splitting (HSS) like method to solve this equation. Then we analyze the convergence of the new iterative method in detail. Also we try to determine the optimum parameter in our method which minimizes the upper bounds of absolute error. In the end we test the new algorithm by solving some numerical examples. (C) 2021 IMACS. Published by Elsevier B.V. All rights reserved.
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页码：109 / 127
页数：19
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