DocumentCode
947167
Title
Defect correction method for the solution of algebraic Riccati equations
Author
Mehrmann, V. ; Tan, E.
Author_Institution
Fakultat fur Math., Bielefeld Univ., West Germany
Volume
33
Issue
7
fYear
1988
fDate
7/1/1988 12:00:00 AM
Firstpage
695
Lastpage
698
Abstract
The solution of discrete and continuous algebraic Riccati equations is considered. It is shown that if an approximate solution is obtained, then the defect for this solution again solves an algebraic Riccati equation of the same form, and that the system properties of detectability and stabilizability are inherited by this defect equation. On the basis of these results, a general defect-correction method is proposed and numerical examples are given for the use of this method in combination with A. Bunse-Gerstner and V. Mehrmann´s (1986) SR method
Keywords
algebra; control theory; algebraic Riccati equations; approximate solution; defect-correction method; detectability; stabilizability; Automatic control; Control system synthesis; Linear matrix inequalities; Optimal control; Reduced order systems; Riccati equations; Robust control; Robust stability; State estimation; Strontium;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/9.1282
Filename
1282
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