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Solving Discrete Algebraic Riccati Equations: A New Recursive Method

Date

Authors

Feng, Yantao

Anderson, Brian

Chen, Weitian

Publisher

Institute of Electrical and Electronics Engineers (IEEE Inc)

Abstract

In this paper, an iterative algorithm is proposed to solve discrete time algebraic Riccati equations (DARE) with a sign indefinite quadratic term, which arise from linear discrete time H∞ control. By constructing two positive semidefinite matrix sequenc

Keywords

Keywords: Algebraic Riccati equations; Discrete algebraic Riccati equation; Discrete time; Global convergence; Indefinite quadratic term; Iterative algorithm; Positive semidefinite matrices; Recursive methods; Algebra; Convergence of numerical methods; Riccati equa

URI

http://hdl.handle.net/1885/54900

Collections

ANU Research Publications

Source

Proceedings of IEEE Conference on Decision and Control and Chinese Control Conference 2009

Type

Conference paper

DOI

10.1109/CDC.2009.5400097

Restricted until

2037-12-31

Downloads

File

Description

01_Feng_Solving_Discrete_Algebraic_2009.pdf (268.99 KB)

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