The Extended Hamiltonian Algorithm for the Solution of the Algebraic Riccati Equation
Joint Authors
Sun, Huafei
Duan, Xiaomin
Luo, Zhikun
Source
Journal of Applied Mathematics
Issue
Vol. 2014, Issue 2014 (31 Dec. 2014), pp.1-8, 8 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2014-05-20
Country of Publication
Egypt
No. of Pages
8
Main Subjects
Abstract EN
We use a second-order learning algorithm for numerically solving a class of the algebraic Riccati equations.
Specifically, the extended Hamiltonian algorithm based on manifold of positive definite symmetric matrices is provided.
Furthermore, this algorithm is compared with the Euclidean gradient algorithm, the Riemannian gradient algorithm, and the new subspace iteration method.
Simulation examples show that the convergence speed of the extended Hamiltonian algorithm is the fastest one among these algorithms.
American Psychological Association (APA)
Luo, Zhikun& Sun, Huafei& Duan, Xiaomin. 2014. The Extended Hamiltonian Algorithm for the Solution of the Algebraic Riccati Equation. Journal of Applied Mathematics،Vol. 2014, no. 2014, pp.1-8.
https://search.emarefa.net/detail/BIM-491116
Modern Language Association (MLA)
Luo, Zhikun…[et al.]. The Extended Hamiltonian Algorithm for the Solution of the Algebraic Riccati Equation. Journal of Applied Mathematics No. 2014 (2014), pp.1-8.
https://search.emarefa.net/detail/BIM-491116
American Medical Association (AMA)
Luo, Zhikun& Sun, Huafei& Duan, Xiaomin. The Extended Hamiltonian Algorithm for the Solution of the Algebraic Riccati Equation. Journal of Applied Mathematics. 2014. Vol. 2014, no. 2014, pp.1-8.
https://search.emarefa.net/detail/BIM-491116
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-491116