A STRUCTURED DOUBLING ALGORITHM FOR DISCRETE-TIME ALGEBRAIC RICCATI EQUATIONS WITH SINGULAR CONTROL WEIGHTING MATRICES

dc.citation.epage	954	en_US
dc.citation.issue	3A	en_US
dc.citation.spage	933	en_US
dc.citation.volume	14	en_US
dc.citation.woscount	4
dc.contributor.author	Chiang, Chun-Yueh	en_US
dc.contributor.author	Fan, Hung-Yuan	en_US
dc.contributor.author	Lin, Wen-Wei	en_US
dc.contributor.department	應用數學系	zh_TW
dc.contributor.department	Department of Applied Mathematics	en_US
dc.date.accessioned	2014-12-08T15:06:50Z
dc.date.available	2014-12-08T15:06:50Z
dc.date.issued	2010-06-01	en_US
dc.description.abstract	In this paper we propose a structured doubling algorithm for solving discrete-time algebraic Riccati equations without the invertibility of control weighting matrices. In addition, we prove that the convergence of the SDA algorithm is linear with ratio less than or equal 1/2 when all unimodular eigenvalues of the closed-loop matrix are semi-simple. Numerical examples are shown to illustrate the feasibility and efficiency of the proposed algorithm.	en_US
dc.identifier.issn	1027-5487	en_US
dc.identifier.journal	TAIWANESE JOURNAL OF MATHEMATICS	en_US
dc.identifier.uri	https://ir.lib.nycu.edu.tw/handle/11536/5363
dc.identifier.wosnumber	WOS:000278880400012
dc.language.iso	en_US	en_US
dc.subject	Algebraic Riccati equation	en_US
dc.subject	Invariant subspace	en_US
dc.subject	Structured doubling algorithm	en_US
dc.subject	Singular	en_US
dc.title	A STRUCTURED DOUBLING ALGORITHM FOR DISCRETE-TIME ALGEBRAIC RICCATI EQUATIONS WITH SINGULAR CONTROL WEIGHTING MATRICES	en_US
dc.type	Article	en_US

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