A new iterative algorithm to solve periodic riccati differential equations with sign indefinite quadratic terms
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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.author | Feng, Yangtao | |
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dc.contributor.author | Andras, Varga | |
dc.contributor.author | Anderson, Brian | |
dc.contributor.author | Lovera, Marco | |
dc.date.accessioned | 2015-12-10T23:30:52Z | |
dc.identifier.issn | 0018-9286 | |
dc.identifier.uri | http://hdl.handle.net/1885/68362 | |
dc.description.abstract | 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.publisher | Institute of Electrical and Electronics Engineers (IEEE Inc) | |
dc.source | IEEE Transactions on Automatic Control | |
dc.subject | Keywords: 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.title | A new iterative algorithm to solve periodic riccati differential equations with sign indefinite quadratic terms | |
dc.type | Journal article | |
local.description.notes | Imported from ARIES | |
local.identifier.citationvolume | 56 | |
dc.date.issued | 2011 | |
local.identifier.absfor | 090602 - Control Systems, Robotics and Automation | |
local.identifier.ariespublication | f2965xPUB1692 | |
local.type.status | Published Version | |
local.contributor.affiliation | Feng, Yangtao, Tongji University | |
local.contributor.affiliation | Andras, Varga, DLR-Oberpfaffenhofen Institute of Robotics and Mechatronics | |
local.contributor.affiliation | Anderson, Brian, College of Engineering and Computer Science, ANU | |
local.contributor.affiliation | Lovera, Marco, Politecnico de Milano | |
local.description.embargo | 2037-12-31 | |
local.bibliographicCitation.issue | 4 | |
local.bibliographicCitation.startpage | 929 | |
local.bibliographicCitation.lastpage | 934 | |
local.identifier.doi | 10.1109/TAC.2010.2101710 | |
local.identifier.absseo | 970109 - Expanding Knowledge in Engineering | |
dc.date.updated | 2016-02-24T08:16:12Z | |
local.identifier.scopusID | 2-s2.0-79953793452 | |
local.identifier.thomsonID | 000289203300024 | |
Collections | ANU Research Publications |
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