A new inversion-free iterative algorithm for the discrete algebraic Riccati equation

IF 1.6 4区计算机科学 Q3 AUTOMATION & CONTROL SYSTEMS

IMA Journal of Mathematical Control and Information Pub Date : 2023-12-20 DOI:10.1093/imamci/dnad033

Li Wang, Yuli Zhu

引用次数: 0

Abstract

In this paper, by the transformation form of the discrete algebraic Riccati equation (DARE), we propose a new inverse-free iterative algorithm to obtain the positive definite solution of the DARE. Furthermore, the monotone convergence is proved and convergence rate analysis is presented for the derived algorithm. Compared with some existing algorithms, numerical examples demonstrate the feasibility and effectiveness of our algorithm.

查看原文本刊更多论文

离散代数里卡提方程的新无反演迭代算法

本文通过离散代数里卡提方程（DARE）的变换形式，提出了一种新的无反迭代算法，以获得 DARE 的正定解。此外，还证明了衍生算法的单调收敛性并给出了收敛率分析。与一些现有算法相比，数值实例证明了我们算法的可行性和有效性。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

求助全文

约1分钟内获得全文求助全文

来源期刊

IMA Journal of Mathematical Control and Information 工程技术-应用数学

CiteScore

3.30

自引率

6.70%

发文量

审稿时长

>12 weeks

期刊介绍： The Journal is to provide an outlet for papers which are original and of high quality in mathematical control theory, systems theory, and applied information sciences. Short papers and mathematical correspondence or technical notes will be welcome, although the primary function of the journal is to publish papers of substantial length and coverage. The emphasis will be upon relevance, originality and clarify of presentation, although timeliness may well be an important feature in acceptable papers. Speculative papers that suggest new avenues for research or potential solutions to unsolved problems of control and information theory will be particularly welcome. Specific application papers will not normally be within the remit of the journal. Applications that illustrate techniques or theories will be acceptable. A prime function of the journal is to encourage the interplay between control and information theory and other mathematical sciences. All submitted papers will be judged on their merits by at least two referees and a full paper report will be available to the intending authors. Submitted articles will in general be published in an issue within six months of submission. Papers should not have previously published, nor should they be undes consideration for publication in another journal. This Journal takes publication ethics very seriously. If misconduct is found or suspected after the manuscript is published, the journal will investigate the matter and this may result in the article subsequently being retracted.