Title :
Optimal reduced order solution of the weakly coupled discrete Riccati equation
Author :
Shen, Xue-min ; Gajic, Zoran
Author_Institution :
Dept. of Electr. & Comput. Eng., Rutgers Univ., Piscataway, NJ, USA
Abstract :
The optimal solution of the weakly coupled algebraic discrete Riccati equation is obtained in terms of a reduced order continuous-type algebraic Riccati equation, using the bilinear transformation. The proposed method has a convergence rate O(ε2), where ε represents a small coupling parameter, and is applicable under quite mild assumptions. The method also reduces offline computational requirements
Keywords :
convergence of numerical methods; matrix algebra; bilinear transformation; convergence rate; coupling parameter; discrete Riccati equation; matrix algebra; optimal reduced order solution; Continuous time systems; Control theory; Convergence; Discrete transforms; Partitioning algorithms; Performance analysis; Riccati equations;
Conference_Titel :
System Theory, 1989. Proceedings., Twenty-First Southeastern Symposium on
Conference_Location :
Tallahassee, FL
Print_ISBN :
0-8186-1933-3
DOI :
10.1109/SSST.1989.72458
