摂動項を含むH∞タイプリカッチ方程式のための再帰的アルゴリズム

電気学会論文誌. C, 電子・情報・システム部門誌 : The transactions of the Institute of Electrical Engineers of Japan. C, A publication of Electronics, Information and System Society Volume 117 Issue 10 Page 1464-1471 published_at 1997-09-20
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Title ( jpn )
摂動項を含むH∞タイプリカッチ方程式のための再帰的アルゴリズム
Title ( eng )
The recursive algorithm for H_∞ type Riccati equation with small parameter
Creator
Mizukami Koichi
Source Title
電気学会論文誌. C, 電子・情報・システム部門誌 : The transactions of the Institute of Electrical Engineers of Japan. C, A publication of Electronics, Information and System Society
Volume 117
Issue 10
Start Page 1464
End Page 1471
Abstract
This paper considers new recursive algorithm to find the positive semidefinite stabilizing solution of H∞ type Riccati equation with small parameter where the solution P depend on the ε. In order to obtain the stabilizing solution of the H∞ type Riccati equation, we must solve the generalized algebraic Riccati equation. Using the recursive algorithm, we show that the solution of the generalized algebraic Riccati equation converges to a positive semidefinite stabilizing solution with the rate of convergence of O(εk).

We also show that for singularly perturbed systems, if the H∞ norm of the transfer matrix function is less than the H∞ norms for the fast system and for the reduced slow system, then the H∞ type Riccati equation has a positive semidefinite stabilizing solution.
Keywords
特異摂動システム
有界実補題
H∞タイプリカッチ方程式
再帰的アルゴリズム
NDC
Electrical engineering [ 540 ]
Language
jpn
Resource Type journal article
Publisher
電気学会
Date of Issued 1997-09-20
Rights
Copyright (c) 1997 電気学会
Publish Type Version of Record
Access Rights open access
Source Identifier
[ISSN] 0385-4221
[NCID] AN10065950
[URI] http://www.iee.or.jp/