An iterative method and maximal solution of Coupled algebraic Riccati equations

	An iterative method and maximal solution of Coupled algebraic Riccati equations
Journal of Algorithms and Computation
مقالات آماده انتشار، پذیرفته شده، انتشار آنلاین از تاریخ 07 شهریور 1401
نوع مقاله: Research Paper
شناسه دیجیتال (DOI): 10.22059/jac.2022.345099.1174
نویسنده
Hajar Alimorad^*
Jahrom University
چکیده
Coupled Riccati equation has widely been applied to various engineering areas such as jump linear quadratic problem, particle transport theory, and Wiener–Hopf decomposition of Markov chains. In this paper, we consider an iterative method for computing Hermitian solution of the Coupled Algebraic Riccati Equations (CARE) which is usually encountered in control theory. We show some properties of this iterative method. Furthermore, it will also be demonstrated that the maximal solution can be obtained numerically via a certain linear or quadratic inequalities optimization problem. Numerical examples are presented and the results are compared. Coupled algebraic Riccati equations; Maximal solution; Positive semidefinite matrix; Remodified Newton's method.
کلیدواژه‌ها
Coupled algebraic؛ Riccati equations؛ Maximal solution؛ Positive semidefinite matrix؛ Remodified Newton'؛ s method

آمار تعداد مشاهده مقاله: 218

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