- 學位論文
對一類之奇異黎卡迪方程的保結構計算方法
Structured doubling Algorithm for solving a class of Singular Riccati equations
並列摘要
First of all, we summarize the square-root algorithm (SQR) for singular discretetime Riccati difference equation (DRDE). And we will discuss the structure-preserving doubling algorithms (SDAs) for the symmetric positive semidefinite solution to singular version of the discrete-time algebraic Riccati equation (DARE). Recently, doubling algorithms have been revived for DARE because of their nice numerical behavior, and we will compare the numerical behavior of SDA algorithm with SQR in some examples.
參考文獻
[1] B. Anderson, Second-order convergent algorithms for the steady-state Riccati
equation, Internat. J. Control, 28 (1978), pp. 295-306.
doubling algorithms for periodic discrete-time algebraic Riccati equations, Internat.
J. Control, 77 (2004), pp. 767-788.
filtering of non-stabilizable systems having singular transition matrices, IEEE
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