New iterative algorithm for algebraic Riccati equation related to H_∞ control problem of singularly perturbed systems

IEEE transactions on automatic control Volume 46 Issue 10 Page 1659-1666 published_at 2001-10
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Title ( eng )
New iterative algorithm for algebraic Riccati equation related to H_∞ control problem of singularly perturbed systems
Creator
Xu Hua
Mizukami Koichi
Source Title
IEEE transactions on automatic control
Volume 46
Issue 10
Start Page 1659
End Page 1666
Abstract
In this note, we present the solution to the algebraic Riccati equation (ARE) with indefinite sign quadratic term related to the H_∞ control problem for singularly perturbed system by means of a Kleinman's type algorithm. The resulting algorithm is very efficient from the numerical point of view because the ARE is solvable even if the quadratic term has an indefinite sign. Moreover, the resulting iterative algorithm is quadratically convergent. We also present a new algorithm for solving the generalized algebraic Lyapunov equation (GALE) on the basis of the fixed point algorithm
Keywords
fixed point algorithm
H_∞ control
Kleinman algorithm
singularly perturbed systems
NDC
Electrical engineering [ 540 ]
Language
eng
Resource Type journal article
Publisher
IEEE
Date of Issued 2001-10
Rights
Copyright (c) 2001 IEEE
Publish Type Version of Record
Access Rights open access
Source Identifier
[ISSN] 0018-9286
[DOI] 10.1109/9.956068
[NCID] AA00667671