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ID 26405
file
creator
subject
stackelberg strategies
cross-coupled algebraic Lyapunov and Riccati equations
CALRE
singularly perturbed systems
Newton's method
NDC
Mechanical engineering
abstract
In this paper, the computation of the linear closed-loop Stackelberg strategies with small singular perturbation parameter that characterizes singularly perturbed systems (SPS) are studied. The attention is focused on a new numerical algorithm for solving a set of cross-coupled algebraic Lyapunov and Riccati equations (CALRE). It is proven that the new algorithm guarantees the local quadratic convergence. A numerical example is solved to show a reduction of the average CPU time compared with the existing algorithm.
journal title
Applied Mathematics and Computation
volume
Volume 188
issue
Issue 2
start page
1173
end page
1183
date of issued
2007-05
publisher
Elsevier Inc
issn
0096-3003
ncid
publisher doi
language
eng
nii type
Journal Article
HU type
Journal Articles
DCMI type
text
format
application/pdf
text version
author
rights
Copyright (c) 2006 Elsevier Inc
relation is version of URL
http://dx.doi.org/10.1016/j.amc.2006.10.068
department
Graduate School of Education