A Numerical Algorithm for Finding Solution of Cross-Coupled Algebraic Riccati Equations
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概要
- 論文の詳細を見る
In this letter, a computational approach for solving cross-coupled algebraic Riccati equations (CAREs) is investigated. The main purpose of this letter is to propose a new algorithm that combines Newtons method with a gradient-based iterative (GI) algorithm for solving CAREs. In particular, it is noteworthy that both a quadratic convergence under an appropriate initial condition and reduction in dimensions for matrix computation are both achieved. A numerical example is provided to demonstrate the efficiency of this proposed algorithm.
- (社)電子情報通信学会の論文
- 2008-02-01
著者
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Mukaidani Hiroaki
Graduate School Of Education Hiroshima University
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Yamamoto Seiji
Graduate School Of Education Hiroshima University
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YAMAMOTO Toru
Graduate School of Education, Hiroshima University
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Yamamoto Toru
Graduate School Of Education Hiroshima University
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