DocumentCode
2240043
Title
An iterative algorithm to solve periodic Riccati differential equations with an indefinite quadratic term
Author
Feng, Yantao ; Anderson, Brian D O
Author_Institution
Res. Sch. of Inf. Sci. & Eng., Australian Nat. Univ., Canberra, ACT, Australia
fYear
2008
fDate
9-11 Dec. 2008
Firstpage
339
Lastpage
344
Abstract
An iterative algorithm to solve periodic Riccati differential equations (PRDE) with an indefinite quadratic term is proposed. In our algorithm, we replace the problem of solving a PRDE with an indefinite quadratic term by the problem of solving a sequence of PRDEs with a negative semidefinite quadratic term which can be solved by existing methods. The global convergence is guaranteed and a proof is given.
Keywords
Riccati equations; differential equations; iterative methods; indefinite quadratic term; iterative algorithm; negative semidefinite quadratic term; periodic Riccati differential equations; Australia Council; Circuits; Control systems; Differential equations; Government; Hydrogen; Iterative algorithms; Riccati equations; Time varying systems;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 2008. CDC 2008. 47th IEEE Conference on
Conference_Location
Cancun
ISSN
0191-2216
Print_ISBN
978-1-4244-3123-6
Electronic_ISBN
0191-2216
Type
conf
DOI
10.1109/CDC.2008.4738777
Filename
4738777
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