DocumentCode :
833217
Title :
A lower bound for the solution of the algebraic Riccati equation of optimal control and a geometric convergence rate for the Kleinman algorithm
Author :
Allwright, J.C.
Author_Institution :
Imperial College of Science and Technology, London, England
Volume :
25
Issue :
4
fYear :
1980
fDate :
8/1/1980 12:00:00 AM
Firstpage :
826
Lastpage :
829
Abstract :
A new sharp lower bound for the solution of the algebraic Riccati equation of optimal control is presented for the case when the state cost matrix 
is positive definite. The bound is easier to evaluate than previous sharp bounds. It is then used in the derivation of a geometric convergence rate for the Kleinman algorithm (an iterative method for solving the algebraic Riccati equation).
is positive definite. The bound is easier to evaluate than previous sharp bounds. It is then used in the derivation of a geometric convergence rate for the Kleinman algorithm (an iterative method for solving the algebraic Riccati equation).Keywords :
Algebraic Riccati equation (ARE); Riccati equations, algebraic; Cost function; Difference equations; Iterative algorithms; Iterative methods; Optimal control; Regulators; Riccati equations; Stability criteria; State feedback; Time varying systems;
fLanguage :
English
Journal_Title :
Automatic Control, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9286
Type :
jour
DOI :
10.1109/TAC.1980.1102412
Filename :
1102412
Link To Document :
