A structured doubling algorithm for discrete-time algebraic Riccati equations with singular control weighting matrices

DOI10.11650/twjm/1500405875zbMath1206.65169OpenAlexW1495487065MaRDI QIDQ987878

Chun-Yueh Chiang, Hung-Yuan Fan, Wen-Wei Lin

Publication date: 2 September 2010

Published in: Taiwanese Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.11650/twjm/1500405875

zbMATH Keywords

Newton's methodStein equationlinear quadratic controldiscrete algebraic Riccati equationcontrol weighting matrixstructured doubling algorithm

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Linear-quadratic optimal control problems (49N10)

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New upper and lower bounds, the iteration algorithm for the solution of the discrete algebraic Riccati equation ⋮ Verified computation for the Hermitian positive definite solution of the conjugate discrete-time algebraic Riccati equation ⋮ An accelerated technique for solving one type of discrete-time algebraic Riccati equations ⋮ Optimization of extrapolated Cayley transform with non-Hermitian positive definite matrix ⋮ The double deflating technique for irreducible singular M-matrix algebraic Riccati equations in the critical case ⋮ The convergence analysis of an accelerated iteration for solving algebraic Riccati equations ⋮ Homotopy for Rational Riccati Equations Arising in Stochastic Optimal Control

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