New iterative algorithm for algebraic Riccati equation related to H/sub ∞/ control problem of singularly perturbed systems

DOI10.1109/9.956068zbMath1006.93044OpenAlexW2129070934MaRDI QIDQ4540230

Koichi Mizukami, Hua Xu, Hiroaki Mukaidani

Publication date: 21 July 2002

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/9.956068

zbMATH Keywords

\(H_\infty\) controlsingularly perturbed systemsKleinman algorithm

Mathematics Subject Classification ID

Related Items (12)

H 2 guaranteed cost control problem of singularly perturbed systems with uncertainties ⋮ Efficient numerical procedures for solving closed-loop Stackelberg strategies with small singular perturbation parameter ⋮ Improved gradient iterative algorithms for solving Lyapunov matrix equations ⋮ New results for near-optimal control of linear multiparameter singularly perturbed systems. ⋮ A numerical algorithm for Lyapunov equations ⋮ Iterative solutions of the generalized Sylvester matrix equations by using the hierarchical identification principle ⋮ A note on the iterative solutions of general coupled matrix equation ⋮ Iterative least-squares solutions of coupled sylvester matrix equations ⋮ Asymptotic expansions and a new numerical algorithm of the algebraic Riccati equation for multiparameter singularly perturbed systems ⋮ Recursive reduced-order algorithm for singularly perturbed cross Grammian algebraic Sylvester equation ⋮ Gradient based iterative algorithm for solving coupled matrix equations ⋮ Adaptive consensus of two-time-scale multi-agent systems

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