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Numerical Algorithms of the Discrete Coupled Algebraic Riccati Equation Arising in Optimal Control Systems

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  • Li Wang

Abstract

The discrete coupled algebraic Riccati equation (DCARE) has wide applications in robust control, optimal control, and so on. In this paper, we present two iterative algorithms for solving the DCARE. The two iterative algorithms contain both the iterative solution in the last iterative step and the iterative solution in the current iterative step. And, for different initial value, the iterative sequences are increasing and bounded in one algorithm and decreasing and bounded in another. They are all monotonous and convergent. Numerical examples demonstrate the convergence effect of the presented algorithms.

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  • Li Wang, 2020. "Numerical Algorithms of the Discrete Coupled Algebraic Riccati Equation Arising in Optimal Control Systems," Mathematical Problems in Engineering, Hindawi, vol. 2020, pages 1-8, August.
    • Handle: RePEc:hin:jnlmpe:1841582
    DOI: 10.1155/2020/1841582
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    Cited by:

    1. Simos, Theodore E. & Katsikis, Vasilios N. & Mourtas, Spyridon D. & Stanimirović, Predrag S., 2022. "Unique non-negative definite solution of the time-varying algebraic Riccati equations with applications to stabilization of LTV systems," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 202(C), pages 164-180.
    2. Manuel De la Sen, 2022. "On the Stabilization of a Network of a Class of SISO Coupled Hybrid Linear Subsystems via Static Linear Output Feedback," Mathematics, MDPI, vol. 10(7), pages 1-29, March.

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