A structured doubling algorithm for discrete-time algebraic Riccati equations with singular control weighting matrices (Q987878)
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scientific article; zbMATH DE number 5778015
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| English | A structured doubling algorithm for discrete-time algebraic Riccati equations with singular control weighting matrices |
scientific article; zbMATH DE number 5778015 |
Statements
A structured doubling algorithm for discrete-time algebraic Riccati equations with singular control weighting matrices (English)
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2 September 2010
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A structured doubling algorithm (SDA) for solving the discrete-time algebraic Riccati equation is developed for control systems with non-invertible control weighting matrices. The proposed SDA performs similarly to Newton's method here, but without Newton's additional cost of having to solve a Stein equation in each iteration.
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structured doubling algorithm
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discrete algebraic Riccati equation
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control weighting matrix
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linear quadratic control
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Newton's method
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Stein equation
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0.8415161371231079
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0.8390071988105774
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0.83377605676651
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0.8208595514297485
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