http://iet.metastore.ingenta.com
1887

Decoupled Stein iterations to the discrete-time generalized Riccati equations

Decoupled Stein iterations to the discrete-time generalized Riccati equations

For access to this article, please select a purchase option:

Buy article PDF
$19.95
(plus tax if applicable)
Buy Knowledge Pack
10 articles for $120.00
(plus taxes if applicable)

IET members benefit from discounts to all IET publications and free access to E&T Magazine. If you are an IET member, log in to your account and the discounts will automatically be applied.

Learn more about IET membership 

Recommend Title Publication to library

You must fill out fields marked with: *

Librarian details
Name:*
Email:*
Your details
Name:*
Email:*
Department:*
Why are you recommending this title?
Select reason:
 
 
 
 
 
IET Control Theory & Applications — Recommend this title to your library

Thank you

Your recommendation has been sent to your librarian.

The authors investigate the numerical solution of a set of discrete-time generalised Riccati equations. The class of discrete-time non-linear equations involves in various control problems for discrete-time stochastic systems and it can be considered as an important tool for solving optimisation control for such type systems. A new procedure for computing the maximal solution and the stabilising solution is proposed by Dragan et al. (‘Iterative algorithm to compute the maximal and stabilising solutions of a general class of discrete-time Riccati-type equations’, Int. J. Control, 2010, 83, (4), pp. 837–847). In this study, the authors introduce a new iterative procedure based on the solution of a Stein matrix equation for computing the maximal and the stabilising solution. The convergence properties of the new iteration are proved. Sufficient conditions for computing the maximal solution and the stabilising solution are derived. Finally, some numerical examples are presented to illustrate the feasibility of the proposed algorithm.

References

    1. 1)
    2. 2)
      • O.L. Costa , M.D. Fragoso , R.P. Marques . (2005) Discrete-time Markov jump linear systems.
    3. 3)
      • V. Dragan , T. Morozan . Discrete-time Riccati type equations and the tracking problem. ICIC Express Lett. , 2 , 109 - 116
    4. 4)
    5. 5)
      • Y. Ji , H.J. Chizeck , X. Feng , K.A. Loparo . Stability and control of discrete-time jump linear systems. Control Theory Adv. Technol. , 247 - 270
    6. 6)
    7. 7)
    8. 8)
    9. 9)
    10. 10)
      • V. Dragan , T. Morozan . The linear quadratic optimization problem for a class of discrete-time stochastic linear systems. Int. J. Innov. Comput. Inf. Control , 4 , 2127 - 2137
    11. 11)
      • V. Dragan , T. Morozan , A. Stoica . (2010) Mathematical methods in robust control of discrete-time linear stochastic systems.
    12. 12)
    13. 13)
    14. 14)
      • P. Lancaster , M. Tismenetsky . (1985) The theory of matrices with applications.
    15. 15)
      • P. Lancaster , L. Rodman . (1995) Algebraic Riccati equations.
http://iet.metastore.ingenta.com/content/journals/10.1049/iet-cta.2011.0463
Loading

Related content

content/journals/10.1049/iet-cta.2011.0463
pub_keyword,iet_inspecKeyword,pub_concept
6
6
Loading
This is a required field
Please enter a valid email address