SCALING OF THE DISCRETE-TIME ALGEBRAIC RICCATI EQUATION TO ENHANCE STABILITY OF THE SCHUR SOLUTION METHOD

被引：24
|
作者：
GUDMUNDSSON, T
KENNEY, C
LAUB, AJ
机构：
[1] Department of Electrical and Computer Engineering, University of California, Santa Barbara
来源：
IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 1992年 / 37卷 / 04期
关键词：
D O I：
10.1109/9.126589
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
A simple scaling procedure for discrete-time Riccati equations is introduced. This procedure eliminates instabilities which can be associated with the linear equation solution step of the generalized Schur method without changing the condition of the underlying problem. A computable bound for the relative error of the solution of the Riccati equation is also derived.
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页码：513 / 518
页数：6
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