离散代数riccati矩阵方程求逆的迭代算法

IF 1.6 4区 计算机科学 Q3 AUTOMATION & CONTROL SYSTEMS
Jianzhou Liu, Zhengyang Wang, Zhiming Xie, Li Wang
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引用次数: 1

摘要

在实际工程中,许多控制问题通常可以转化为离散代数Riccati方程(DARE)的解,该方程在形式上有两个矩阵逆操作。本文首先利用矩阵Schur补的性质与逆矩阵的分块表示之间的关系,将二次反演的DARE转化为一次反演的等价形式,并提出了相应的迭代算法。接下来,对于DARE的一个特殊情况,我们将该DARE变形为一个新的等效DARE。对于等价形式,我们提出了一种新的无逆迭代算法。此外,我们还证明了这些算法的单调收敛性,并对其误差进行了分析。最后,通过与已有研究成果的比较,给出了相应的数值算例,说明了本文所得结果的优越性和有效性。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Iterative algorithms for reducing inversion of discrete algebraic riccati matrix equation
In practical engineering, many control problems usually can be transformed into solutions of the discrete algebraic Riccati equation (DARE), which has two matrix inverse operations formally. In this paper, first, by the relationship between properties of the matrix Schur complement and partitioned representation of inverse matrix, we change the DARE with twice inversions into an equivalent form with once inversion and propose a corresponding iterative algorithm. Next, for a special case of DARE, we deformed this DARE into a new equivalent one. For the equivalent form, we propose a new iterative algorithm in an inversion-free way. Furthermore, for these algorithms, we prove their monotone convergence and give the analysis of their errors. Last, comparing with some existing work on this topic, corresponding numerical examples are given to illustrate the superiority and effectiveness of our results.
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来源期刊
CiteScore
3.30
自引率
6.70%
发文量
33
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.
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