Numerical algorithms of the discrete coupled algebraic Riccati equation arising in optimal control systems
type: Item
instance of: scholarly article
title: Numerical algorithms of the discrete coupled algebraic Riccati equation arising in optimal control systems
zbMATH Open document ID: 1459.65237
DOI: 10.1155/2020/1841582
author: Li Wang
published in: Mathematical Problems in Engineering
publication date: 2020-10-13T00:00:00Z
review text: Summary: The discrete coupled algebraic Riccati equation (DCARE) has wide applications in robust control, optimal control, and so on. In this paper, we present two iterative algorithms for solving the DCARE. The two iterative algorithms contain both the iterative solution in the last iterative step and the iterative solution in the current iterative step. And, for different initial value, the iterative sequences are increasing and bounded in one algorithm and decreasing and bounded in another. They are all monotonous and convergent. Numerical examples demonstrate the convergence effect of the presented algorithms.
Mathematics Subject Classification ID: 65Q30
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 93C55
Mathematics Subject Classification ID: 65F15
Mathematics Subject Classification ID: 15A24
zbMATH DE Number: 7259923
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1155/2020/1841582
OpenAlex ID: W3082706001
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description: scientific article; zbMATH DE number 7259923