Robust verification algorithm for stabilizing solutions of discrete-time algebraic Riccati equations
| Autor: | Shinya Miyajima |
|---|---|
| Rok vydání: | 2019 |
| Předmět: |
Spectral radius
Applied Mathematics MathematicsofComputing_NUMERICALANALYSIS General Engineering Upper and lower bounds Algebraic Riccati equation Power (physics) Matrix (mathematics) Discrete time and continuous time ComputingMethodologies_SYMBOLICANDALGEBRAICMANIPULATION Uniqueness Algebraic number Algorithm Mathematics |
| Zdroj: | Japan Journal of Industrial and Applied Mathematics. 36:763-776 |
| ISSN: | 1868-937X 0916-7005 |
| Popis: | A robust algorithm is proposed for numerically computing an interval matrix containing the stabilizing solution of a discrete-time algebraic Riccati equation. This algorithm is based on estimating an upper bound for the spectral radius of a matrix power utilizing the Perron–Frobenius theory. The algorithm moreover verifies the uniqueness of the contained solution. Numerical results show that the algorithm is more successful than the previous algorithms. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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