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
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