A numerical algorithm for finding solution of sign-indefinite algebraic Riccati equations for general multiparameter singularly perturbed systems

DOI10.1016/j.amc.2006.11.088zbMath1122.93056OpenAlexW2030750512MaRDI QIDQ2381315

Hiroaki Mukaidani

Publication date: 17 September 2007

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: http://ir.lib.hiroshima-u.ac.jp/00026406

zbMATH Keywords

Newton's methodfixed point algorithm\(H_\infty\) filtering problemgeneral multiparameter singularly perturbed system (GMSPS)sign-indefinite general multiparameter algebraic Riccati equation (SIGMARE)

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Numerical computation of solutions to systems of equations (65H10) Time-scale analysis and singular perturbations in control/observation systems (93C70)

Related Items

Singularly perturbed problems with multi-tempo fast variables

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