TY - GEN
T1 - An implicit iterative algorithm for generalized algebraic Riccati matrix equations
AU - Wu, Aiguo
AU - Wang, Yu
AU - Sun, Huijie
N1 - Publisher Copyright:
© 2017 IEEE.
PY - 2017/11/16
Y1 - 2017/11/16
N2 - In this paper, an implicit iterative algorithm is developed to obtain the unique positive definite solution of the generalized algebraic Riccati matrix equation. For this proposed algorithm, there exisits a tuning parameter which can be chosen such that this algorithm achieves better convergence performance. Some convergence results are given for the proposed algorithm. Moreover, an approach is also provided to choose an appropriate initial condition for this algorithm. Finally, a numerical example is presented to verify the effectiveness of this algorithm.
AB - In this paper, an implicit iterative algorithm is developed to obtain the unique positive definite solution of the generalized algebraic Riccati matrix equation. For this proposed algorithm, there exisits a tuning parameter which can be chosen such that this algorithm achieves better convergence performance. Some convergence results are given for the proposed algorithm. Moreover, an approach is also provided to choose an appropriate initial condition for this algorithm. Finally, a numerical example is presented to verify the effectiveness of this algorithm.
KW - Riccati matrix equations
KW - convergence property
KW - initial condition
KW - tuning parameter
UR - https://www.scopus.com/pages/publications/85048176539
U2 - 10.1109/ICICIP.2017.8113932
DO - 10.1109/ICICIP.2017.8113932
M3 - 会议稿件
AN - SCOPUS:85048176539
T3 - 2017 8th International Conference on Intelligent Control and Information Processing, ICICIP 2017
SP - 147
EP - 150
BT - 2017 8th International Conference on Intelligent Control and Information Processing, ICICIP 2017
PB - Institute of Electrical and Electronics Engineers Inc.
T2 - 8th International Conference on Intelligent Control and Information Processing, ICICIP 2017
Y2 - 3 November 2017 through 5 November 2017
ER -