TY - GEN
T1 - A novel iterative algorithm for Riccati matrix equation in discrete-time Markov jump system
AU - Li, Zhi
AU - Zhang, Ying
AU - Zhang, Rui
N1 - Publisher Copyright:
© 2021 IEEE
PY - 2021
Y1 - 2021
N2 - In this paper, a novel iterative algorithm is proposed to obtain the positive definite solutions of the discrete coupled Riccati matrix equations. Based on the idea of the inversion-free iteration, the iterative method is developed to reduce calculating the inverse of the matrices by introducing Schulz iteration. Further, latest updated information and a weighting coefficient are introduced to raise the convergence performances of the established algorithm. Finally, a numerical example is provided to validate the effectiveness of the presented algorithm.
AB - In this paper, a novel iterative algorithm is proposed to obtain the positive definite solutions of the discrete coupled Riccati matrix equations. Based on the idea of the inversion-free iteration, the iterative method is developed to reduce calculating the inverse of the matrices by introducing Schulz iteration. Further, latest updated information and a weighting coefficient are introduced to raise the convergence performances of the established algorithm. Finally, a numerical example is provided to validate the effectiveness of the presented algorithm.
KW - Convergence
KW - Discrete couple Riccati equation
KW - inversion-free iteration
UR - https://www.scopus.com/pages/publications/85128096337
U2 - 10.1109/CAC53003.2021.9727995
DO - 10.1109/CAC53003.2021.9727995
M3 - 会议稿件
AN - SCOPUS:85128096337
T3 - Proceeding - 2021 China Automation Congress, CAC 2021
SP - 1381
EP - 1385
BT - Proceeding - 2021 China Automation Congress, CAC 2021
PB - Institute of Electrical and Electronics Engineers Inc.
T2 - 2021 China Automation Congress, CAC 2021
Y2 - 22 October 2021 through 24 October 2021
ER -