Asymptotic expansions and a new numerical algorithm of the algebraic Riccati equation for multiparameter singularly perturbed systems (Q5961162)
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scientific article; zbMATH DE number 1733404
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| English | Asymptotic expansions and a new numerical algorithm of the algebraic Riccati equation for multiparameter singularly perturbed systems |
scientific article; zbMATH DE number 1733404 |
Statements
Asymptotic expansions and a new numerical algorithm of the algebraic Riccati equation for multiparameter singularly perturbed systems (English)
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24 April 2002
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algebraic Riccati equation
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indefinite sign
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Kleinman algorithm
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Newton-Kantorovich theorem
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0.92570966
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0.9153266
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0.9108334
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0.9102285
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0.89858484
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0.89740473
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A continuous-time multiparameter algebraic Riccati equation (MARE) with an indefinite sign for the quadratic term is studied.NEWLINENEWLINENEWLINEThe existence of a unique and bounded solution to the MARE is established. It is shown that the Kleinman algorithm can be used to solve such sign indefinite MARE. The proof of the convergence and the existence of the unique solution to the Kleinman algorithm is done by using the Newton-Kantorovich theorem.NEWLINENEWLINENEWLINENew algorithms for solving the generalized multiparameter algebraic Lyapunov equation via the fixed point algorithm are provided.
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