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

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dc.contributor.authorFeng, Yangtao
dc.contributor.authorAndras, Varga
dc.contributor.authorAnderson, Brian
dc.contributor.authorLovera, Marco
dc.date.accessioned2015-12-10T23:30:52Z
dc.date.issued2011
dc.date.updated2016-02-24T08:16:12Z
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.identifier.issn0018-9286
dc.identifier.urihttp://hdl.handle.net/1885/68362
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.bibliographicCitation.issue4
local.bibliographicCitation.lastpage934
local.bibliographicCitation.startpage929
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.contributor.authoremailu8104642@anu.edu.au
local.contributor.authoruidAnderson, Brian, u8104642
local.description.embargo2037-12-31
local.description.notesImported from ARIES
local.identifier.absfor090602 - Control Systems, Robotics and Automation
local.identifier.absseo970109 - Expanding Knowledge in Engineering
local.identifier.ariespublicationf2965xPUB1692
local.identifier.citationvolume56
local.identifier.doi10.1109/TAC.2010.2101710
local.identifier.scopusID2-s2.0-79953793452
local.identifier.thomsonID000289203300024
local.identifier.uidSubmittedByf2965
local.type.statusPublished Version

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