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Computing the Positive Stabilizing Solution to Algebraic Riccati Equations with an Indefinite Quadratic Term via a Recursive Method

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dc.contributor.authorLanzon, Alexander
dc.contributor.authorFeng, Yantao
dc.contributor.authorAnderson, Brian
dc.contributor.authorRotkowitz, Michael
dc.date.accessioned2015-12-07T22:41:31Z
dc.date.available2015-12-07T22:41:31Z
dc.date.issued2008
dc.date.updated2016-02-24T09:51:00Z
dc.description.abstractAn iterative algorithm to solve Algebraic Riccati Equations with an indefinite quadratic term is proposed. The global convergence and local quadratic rate of convergence of the algorithm are guaranteed and a proof is given. Numerical examples are also provided to demonstrate the superior effectiveness of the proposed algorithm when compared with methods based on finding stable invariant subspaces of Hamiltonian matrices. A game theoretic interpretation of the algorithm is also provided.
dc.identifier.issn0018-9286
dc.identifier.urihttp://hdl.handle.net/1885/24351
dc.publisherInstitute of Electrical and Electronics Engineers (IEEE Inc)
dc.sourceIEEE Transactions on Automatic Control
dc.subjectKeywords: Algorithms; Differential equations; Game theory; Iterative methods; Numerical methods; Algebraic Riccati equation (ARE); Algebraic riccati equations; Global convergences; Indefinite quadratic term; Invariant subspaces; Iterative algorithms; Numerical exam Algebraic Riccati equation (ARE); H8 Riccati equations; Indefinite quadratic term; Iterative algorithms
dc.titleComputing the Positive Stabilizing Solution to Algebraic Riccati Equations with an Indefinite Quadratic Term via a Recursive Method
dc.typeJournal article
local.bibliographicCitation.issue10
local.bibliographicCitation.lastpage2291
local.bibliographicCitation.startpage2280
local.contributor.affiliationLanzon, Alexander, University of Manchester
local.contributor.affiliationFeng, Yantao, College of Engineering and Computer Science, ANU
local.contributor.affiliationAnderson, Brian, College of Engineering and Computer Science, ANU
local.contributor.affiliationRotkowitz, Michael, University of Melbourne
local.contributor.authoruidFeng, Yantao, u4265676
local.contributor.authoruidAnderson, Brian, u8104642
local.description.notesImported from ARIES
local.identifier.absfor091302 - Automation and Control Engineering
local.identifier.ariespublicationu2505865xPUB32
local.identifier.citationvolume53
local.identifier.doi10.1109/TAC.2008.2006108
local.identifier.scopusID2-s2.0-56549098855
local.identifier.thomsonID000260899600005
local.type.statusPublished Version

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