Title :
Exact decomposition of the algebraic Riccati equation of deterministic multimodeling
Author :
Coumarbatch, Cyril ; Gajic, Zoran
Author_Institution :
Dept. of Math., Rutgers Univ., New Brunswick, NJ, USA
Abstract :
We show how to exactly decompose the algebraic Riccati equations of deterministic multimodeling in terms of one pure-slow and two pure-fast algebraic Riccati equations
Keywords :
Riccati equations; interconnected systems; optimal control; Newton method; algebraic Riccati equation; control problems; deterministic multimodeling; exact decomposition; filtering problems; interconnected large scale systems; optimal control; Automobiles; Filtering; Large-scale systems; Mathematical model; Mathematics; Optimal control; Power system dynamics; Riccati equations; Stochastic processes; Vehicle dynamics;
Conference_Titel :
Electrical and Computer Engineering, 1998. IEEE Canadian Conference on
Conference_Location :
Waterloo, Ont.
Print_ISBN :
0-7803-4314-X
DOI :
10.1109/CCECE.1998.682538
