DocumentCode
909774
Title
Homotopy method for solving algebraic Riccati equations
Author
Wang, S.-S. ; Pan, C.T.
Author_Institution
Dept. of Electr. Eng., Nat. Tsing Hua Univ., Hsinchu, Taiwan
Volume
136
Issue
2
fYear
1989
fDate
3/1/1989 12:00:00 AM
Firstpage
68
Lastpage
72
Abstract
A numerical method is presented for solving algebraic Riccati equations, as required in the design of optimal linear control systems. The proposed method possesses an almost globally convergent characteristic and, hence, is very suitable for finding the Riccati equation solution of an ill conditioned control system. The new method is simple and easy to implement. Some typical numerical examples are also given for illustration.
Keywords
control system synthesis; convergence of numerical methods; matrix algebra; optimal control; algebraic Riccati equations; almost globally convergent characteristic; homotopy method; ill conditioned control system; linear control systems; numerical method; optimal control system design;
fLanguage
English
Journal_Title
Control Theory and Applications, IEE Proceedings D
Publisher
iet
ISSN
0143-7054
Type
jour
Filename
21780
Link To Document