Newton's method for solving cross-coupled sign-indefinite algebraic Riccati equations for weakly coupled large-scale systems
Applied Mathematics and Computation Volume 188 Issue 1
Page 103-115
published_at 2007-05
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| File | |
| Title ( eng ) |
Newton's method for solving cross-coupled sign-indefinite algebraic Riccati equations for weakly coupled large-scale systems
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| Creator | |
| Source Title |
Applied Mathematics and Computation
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| Volume | 188 |
| Issue | 1 |
| Start Page | 103 |
| End Page | 115 |
| Abstract |
In this paper, a new algorithm for solving cross-coupled sign-indefinite algebraic Riccati equations (CSAREs) for weakly coupled large-scale systems is proposed. It is shown that since the proposed algorithm is based on the Newton's method, the quadratic convergence is attained. Moreover, the local uniqueness of the convergence solutions for the CSAREs is investigated. Finally, in order to overcome the computation of large- and sparse-matrix related to the Newton's method, the fixed point algorithm and the alternating direction implicit (ADI) method are combined.
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| Keywords |
weakly coupled large-scale systems
cross-coupled sign-indefinite algebraic Riccati equations
CSAREs
Newton's method
Newton–Kantorovich theorem
fixed point algorithm
fixed point theorem
alternating direction implicit method
ADI method
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| NDC |
Mechanical engineering [ 530 ]
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| Language |
eng
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| Resource Type | journal article |
| Publisher |
Elsevier Inc
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| Date of Issued | 2007-05 |
| Rights |
Copyright (c) 2006 Elsevier Inc
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| Publish Type | Author’s Original |
| Access Rights | open access |
| Source Identifier |
[ISSN] 0096-3003
[DOI] 10.1016/j.amc.2006.09.100
[NCID] AA00543329
[DOI] http://dx.doi.org/10.1016/10.1016/j.amc.2006.09.100
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