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

DOI10.1016/J.AMC.2007.10.026MaRDI QIDQ928090zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 46301 (Why is no real title available?)
• scientific article; zbMATH DE number 1261669 (Why is no real title available?)
• A Schur method for solving algebraic Riccati equations
• 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
• LQG control with an H/sup infinity / performance bound: a Riccati equation approach
• 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

Cited in

(5)

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

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