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ID 26406
file
creator
subject
general multiparameter singularly perturbed system
GMSPS
sign-indefinite general multiparameter algebraic Riccati equation
SIGMARE
H∞ filtering problem
Newton's method
fixed point algorithm
NDC
Mechanical engineering
abstract
In this paper, a computational algorithm for solving sign-indefinite general multiparameter algebraic Riccati equation (SIGMARE) that arises in the H∞ filtering problem is investigated. After establishing the asymptotic structure of the solution of the SIGMARE, in order to solve the SIGMARE, Newton's method and two fixed point algorithms are combined. As a result, the new iterative algorithm achieves the quadratic convergence property and succeeds in reducing the computing workspace dramatically. As another important feature, the convergence criteria for small parameters εi is derived for the first time. Moreover, it is shown that the uniqueness and positive semidefiniteness of the convergence solutions are guaranteed in the neighborhood of the initial conditions.
journal title
Applied Mathematics and Computation
volume
Volume 189
issue
Issue 1
start page
255
end page
270
date of issued
2007-06
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.2006.11.088
department
Graduate School of Education