An Improved Iterative Method for Solving the Discrete Algebraic Riccati Equation
Author
Source
Mathematical Problems in Engineering
Issue
Vol. 2020, Issue 2020 (31 Dec. 2020), pp.1-6, 6 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2020-05-20
Country of Publication
Egypt
No. of Pages
6
Main Subjects
Abstract EN
The discrete algebraic Riccati equation has wide applications, especially in networked systems and optimal control systems.
In this paper, according to the damped Newton method, two iterative algorithms with a stepsize parameter is proposed to solve the discrete algebraic Riccati equation, one of which is an extension of Algorithm (4.1) in Dai and Bai (2011).
A numerical example demonstrates the convergence effect of the presented algorithm.
American Psychological Association (APA)
Wang, Li. 2020. An Improved Iterative Method for Solving the Discrete Algebraic Riccati Equation. Mathematical Problems in Engineering،Vol. 2020, no. 2020, pp.1-6.
https://search.emarefa.net/detail/BIM-1194351
Modern Language Association (MLA)
Wang, Li. An Improved Iterative Method for Solving the Discrete Algebraic Riccati Equation. Mathematical Problems in Engineering No. 2020 (2020), pp.1-6.
https://search.emarefa.net/detail/BIM-1194351
American Medical Association (AMA)
Wang, Li. An Improved Iterative Method for Solving the Discrete Algebraic Riccati Equation. Mathematical Problems in Engineering. 2020. Vol. 2020, no. 2020, pp.1-6.
https://search.emarefa.net/detail/BIM-1194351
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1194351
