Fast verified computation for stabilizing solutions of discrete-time algebraic Riccati equations

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

卷:319

Article

Miyajima, Shinya¹ 

[1] Iwate Univ, Fac Sci & Engn, Morioka, Iwate 0208551, Japan

关键词: Algebraic Riccati equations;    Stabilizing solution;    Verified computation;   

DOI  :  10.1016/j.cam.2017.01.025

来源: Elsevier

【 摘 要 】

Fast iterative algorithms for computing interval matrices containing solutions of discrete time algebraic Riccati equations are proposed. These algorithms involve only cubic complexity per iteration. The stabilizability and uniqueness of the contained solution can moreover be verified by these algorithms. Numerical results show the properties of the algorithms. (C) 2017 Elsevier B.V. All rights reserved.

【 授权许可】

Free