Affiliation:
1. School of Mathematics and Computational Science, Hunan University of Science and Technology, Hunan 411201, China
Abstract
The discrete algebraic Riccati equation has wide applications, especially in networked systems and optimal control systems. In this paper, according to the damped Newton method, two iterative algorithms with a stepsize parameter is proposed to solve the discrete algebraic Riccati equation, one of which is an extension of Algorithm (4.1) in Dai and Bai (2011). A numerical example demonstrates the convergence effect of the presented algorithm.
Funder
National Natural Science Foundation of China
Subject
General Engineering,General Mathematics
Cited by
6 articles.
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