Nonrecursive solution for the discrete algebraic Riccati equation and X + A*X-1A=L-Reference-Cited by-同舟云学术

Nonrecursive solution for the discrete algebraic Riccati equation and X + A*X-1A=L

Published:2015-01-01 Issue:1 Volume:13 Page:
ISSN:2391-5455
Container-title:Open Mathematics
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Author:

Adam Maria¹,Assimakis Nicholas²

Affiliation:

1. 1Department of Computer Science and Biomedical Informatics, University of Thessaly, 2-4 Papasiopoulou str., P.O. 35100 Lamia, Greece

2. 2Department of Electronic Engineering, Technological Educational Institute of Central Greece, 3rd km Old National Road Lamia-Athens, P.O. 35100 Lamia, Greece

Abstract

AbstractIn this paper, we present two new algebraic algorithms for the solution of the discrete algebraic Riccati equation. The first algorithm requires the nonsingularity of the transition matrix and is based on the solution of a standard eigenvalue problem for a new symplectic matrix; the proposed algorithm computes the extreme solutions of the discrete algebraic Riccati equation. The second algorithm solves the Riccati equation without the assumption of the nonsingularity of the transition matrix; the proposed algorithm is based on the solution of the matrix equation X + A*X-1A=L, where A is a singular matrix and L a positive definite matrix.

Publisher

Walter de Gruyter GmbH

Subject

General Mathematics

Link

https://www.degruyter.com/document/doi/10.1515/math-2015-0006/pdf

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