A double iterative algorithm for heterogeneous constrained solutions of a discrete time algebraic Riccati matrix equation

DOI10.3969/J.ISSN.1005-3085.2014.06.006MaRDI QIDQ5260795zbMATH OpenFDO

Authors Tingting Niu, Kaiyuan Zhang, Qianzhi Ning

Publication date 29 June 2015

zbMATH Keywords

algorithmnumerical experimentsiterative methodNewton's methodmodified conjugate gradient methodoptimal control systemdouble iterative algorithmdiscrete time algebraic Riccati matrix equationheterogeneous constrained solutionleast-square solutions, linear matrix equationmultivariable DTARME

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Iterative numerical methods for linear systems (65F10) Discrete-time control/observation systems (93C55) Matrix equations and identities (15A24)

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• A double iterative algorithm for symmetric solution of discrete time algebra Riccati matrix equation
• An iterative method for different constrained solutions of a two-variable Riccati matrix equation
• Convergence of the doubling algorithm for the discrete-time algebraic Riccati equation

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