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A new iterative algorithm to solve periodic riccati differential equations with sign indefinite quadratic terms

Feng, Yangtao; Andras, Varga; Anderson, Brian; Lovera, Marco

Description

An iterative algorithm to solve periodic Riccati differential equations (PRDE) with an indefinite quadratic term is proposed. In our algorithm, we replace the problem of solving a PRDE with an indefinite quadratic term by the problem of solving a sequence of PRDEs with a negative semidefinite quadratic term which can be solved by existing methods. The global convergence and the local quadratic rate of convergence are both established. A numerical example is given to illustrate our algorithm.

dc.contributor.authorFeng, Yangtao
dc.contributor.authorAndras, Varga
dc.contributor.authorAnderson, Brian
dc.contributor.authorLovera, Marco
dc.date.accessioned2015-12-10T23:30:52Z
dc.identifier.issn0018-9286
dc.identifier.urihttp://hdl.handle.net/1885/68362
dc.description.abstractAn iterative algorithm to solve periodic Riccati differential equations (PRDE) with an indefinite quadratic term is proposed. In our algorithm, we replace the problem of solving a PRDE with an indefinite quadratic term by the problem of solving a sequence of PRDEs with a negative semidefinite quadratic term which can be solved by existing methods. The global convergence and the local quadratic rate of convergence are both established. A numerical example is given to illustrate our algorithm.
dc.publisherInstitute of Electrical and Electronics Engineers (IEEE Inc)
dc.sourceIEEE Transactions on Automatic Control
dc.subjectKeywords: Existing method; Global convergence; Indefinite quadratic term; Iterative algorithm; Negative semi-definite; Numerical example; Quadratic rates; Riccati differential equation; Algorithms; Approximation theory; Convergence of numerical methods; Riccati equ Periodic Riccati differential equations (PRDE)
dc.titleA new iterative algorithm to solve periodic riccati differential equations with sign indefinite quadratic terms
dc.typeJournal article
local.description.notesImported from ARIES
local.identifier.citationvolume56
dc.date.issued2011
local.identifier.absfor090602 - Control Systems, Robotics and Automation
local.identifier.ariespublicationf2965xPUB1692
local.type.statusPublished Version
local.contributor.affiliationFeng, Yangtao, Tongji University
local.contributor.affiliationAndras, Varga, DLR-Oberpfaffenhofen Institute of Robotics and Mechatronics
local.contributor.affiliationAnderson, Brian, College of Engineering and Computer Science, ANU
local.contributor.affiliationLovera, Marco, Politecnico de Milano
local.description.embargo2037-12-31
local.bibliographicCitation.issue4
local.bibliographicCitation.startpage929
local.bibliographicCitation.lastpage934
local.identifier.doi10.1109/TAC.2010.2101710
local.identifier.absseo970109 - Expanding Knowledge in Engineering
dc.date.updated2016-02-24T08:16:12Z
local.identifier.scopusID2-s2.0-79953793452
local.identifier.thomsonID000289203300024
CollectionsANU Research Publications

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