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

DOI10.1016/j.amc.2006.11.088zbMath1122.93056MaRDI 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 method; fixed point algorithm; \(H_\infty\) filtering problem; general multiparameter singularly perturbed system (GMSPS); sign-indefinite general multiparameter algebraic Riccati equation (SIGMARE)

Mathematics Subject Classification ID

93E11: Filtering in stochastic control theory

65H10: Numerical computation of solutions to systems of equations

93C70: Time-scale analysis and singular perturbations in control/observation systems

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