Numerical computation of cross-coupled algebraic Riccati equations related to H_-constrained LQG control problem

DOI10.1016/J.AMC.2007.10.026zbMATH Open1147.93017OpenAlexW2090138059MaRDI QIDQ928090FDOQ928090

Authors: Hiroaki Mukaidani 

Publication date: 11 June 2008

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

Full work available at URL: https://doi.org/10.1016/j.amc.2007.10.026

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zbMATH Keywords

Newton's methodNewton-Kantorovich theoremcross-coupled algebraic Riccati equation (CARE)reduced-order algorithmstate and output feedback \(H_{\infty }\)-constrained LQG control problem

Mathematics Subject Classification ID

Linear-quadratic optimal control problems (49N10) Linear systems in control theory (93C05) Control/observation systems governed by ordinary differential equations (93C15)

Cites Work

• Title not available (Why is that?)
• A Schur method for solving algebraic Riccati equations
• Title not available (Why is that?)
• On global existence of solutions to coupled matrix Riccati equations in closed-loop Nash games
• Optimal guaranteed cost control of uncertain systems via static and dynamic output feedback
• LQG control with an H/sup infinity / performance bound: a Riccati equation approach
• A new design approach for solving linear quadratic nash games of multiparameter singularly perturbed systems
• An exact line search method for solving generalized continuous-time algebraic Riccati equations
• Dissipative H/sub 2//H/sub ∞/ controller synthesis
• Efficient numerical procedures for solving closed-loop Stackelberg strategies with small singular perturbation parameter

Cited In (5)

• Iterative algorithm for solving a system of nonlinear matrix equations
• Numerical computation of cross-coupled algebraic Riccati equations related to H ₂ /H _∞ control problem for singularly perturbed systems
• LQG control with an H/sup infinity / performance bound: a Riccati equation approach
• Numerical computation for \(H_{\infty }\) output feedback control for strongly coupled large-scale systems
• On the iterative method for the system of nonlinear matrix equations

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