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Volumn , Issue , 2007, Pages 3033-3039

An iterative algorithm to solve algebraic riccati equations with an indefinite quadratic term

Author keywords

ARE; Indefinite quadratic term; Iterative

Indexed keywords

ALGEBRA; NUMERICAL METHODS; RICCATI EQUATIONS;

EID: 84927725688     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.23919/ecc.2007.7068239     Document Type: Conference Paper
Times cited : (19)

References (11)
  • 1
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    • Schaft Der Van, A.J.1
  • 2
    • 84914965022 scopus 로고
    • On an iterative technique for Riccati equation computation
    • D. L. Kleinman. "On an iterative technique for Riccati equation computation", IEEE Trans. on Automatic Control, vol. 13, pp. 114-115, 1968.
    • (1968) IEEE Trans. on Automatic Control , vol.13 , pp. 114-115
    • Kleinman, D.L.1
  • 3
    • 0001042840 scopus 로고
    • On a matrix Riccati equation of stochastic control
    • W. M. Wonham. "On a matrix Riccati equation of stochastic control ", SIAM J. Control, Vol. 6, No. 4 pp 681-697, 1968.
    • (1968) SIAM J. Control , vol.6 , Issue.4 , pp. 681-697
    • Wonham, W.M.1
  • 5
    • 0018681625 scopus 로고
    • A Schur method for solving algebraic Riccati equation
    • A. J. Laub, "A Schur method for solving algebraic Riccati equation", IEEE Trans. on Automatic Control, vol. 24, pp. 913-921, 1979.
    • (1979) IEEE Trans. on Automatic Control , vol.24 , pp. 913-921
    • Laub, A.J.1
  • 6
    • 0021618667 scopus 로고
    • Generalized eigenproblem algorithms and software for algebraic Riccati equations
    • W. F. Arnold, III and A. J. Laub, "Generalized eigenproblem algorithms and software for algebraic Riccati equations", Proceedings of the IEEE, vol. 72, Issue 12, pp. 1746-1754, 1984.
    • (1984) Proceedings of the IEEE , vol.72 , Issue.12 , pp. 1746-1754
    • Arnold, W.F.1    Laub, A.J.2
  • 7
    • 0004236492 scopus 로고    scopus 로고
    • The John Hopkins University Press, Baltimore and London
    • G. H. Golub and C. F. Van Loan, Matrix Computations, The John Hopkins University Press, Baltimore and London; 1996.
    • (1996) Matrix Computations
    • Golub, G.H.1    Van Loan, C.F.2
  • 8
    • 84976855597 scopus 로고
    • Solution of the matrix AX + XB = C
    • R. H. Bastels and W. Stewart, "Solution of the matrix AX + XB = C", Communications of ACM, vol. 15, pp 820-826, 1972.
    • (1972) Communications of ACM , vol.15 , pp. 820-826
    • Bastels, R.H.1    Stewart, W.2
  • 11
    • 0015206454 scopus 로고
    • Least squares stationary optimal control and the algebraic riccati equation
    • J. C. Willems, "Least Squares Stationary Optimal Control and the Algebraic Riccati Equation", IEEE Trans. on Automatic Control, vol. AC-16, NO. 6, pp. 621-634, 1971.
    • (1971) IEEE Trans. on Automatic Control , vol.AC-16 , Issue.6 , pp. 621-634
    • Willems, J.C.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.