Numerical Computation for Solving Algebraic Riccati Equations of Weakly Coupled Systems
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- Mukaidani Hiroaki
- Graduate School of Education, Hiroshima University
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- Xu Hua
- Graduate School of Business Sciences, The University of Tsukuba
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- Monden Yoshimi
- Graduate School of Education, Hiroshima University
Bibliographic Information
- Other Title
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- 弱結合システムに対するリカッチ代数方程式を解くための数値計算法
- ジャク ケツゴウ システム ニ タイスル リカッチ ダイスウ ホウテイシキ オ トク タメ ノ スウチ ケイサンホウ
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Abstract
In this paper, an algorithm for solving the algebraic Riccati equation (ARE) that has an indefinite sign quadratic term related to weakly-coupled large scale systems is investigated. A novel contribution is that a new iterative algorithm is derived by combining Newton's method and the fixed point algorithm. As a result, for sufficiently small ε, we can obtain the ARE solution with a quadratic convergence rate. Moreover, it is possible to calculate the ARE solution by the same dimension of each subsystem. As another important feature, the algorithm for solving the filtering ARE is also discussed. Finally, in order to demonstrate the efficiency of the proposed algorithm, the numerical example is given.
Journal
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- IEEJ Transactions on Electronics, Information and Systems
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IEEJ Transactions on Electronics, Information and Systems 125 (7), 1117-1125, 2005
The Institute of Electrical Engineers of Japan
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Details 詳細情報について
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- CRID
- 1390001204604430464
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- NII Article ID
- 10016466642
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- NII Book ID
- AN10065950
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- ISSN
- 13488155
- 03854221
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- NDL BIB ID
- 7415210
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- Text Lang
- ja
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- Data Source
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- JaLC
- NDL
- Crossref
- CiNii Articles
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- Abstract License Flag
- Disallowed