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ID 15014
本文ファイル
著者
キーワード
Generalized cross-coupled multiparameter algebraic Riccati equations (GCMARE)
Linear quadratic Nash games
Multiparameter singularly perturbed systems (MSPS)
Newton's method
NDC
数学
抄録(英)
In this paper, the linear quadratic Nash games for infinite horizon nonstandard multiparameter singularly perturbed systems (MSPS) without the nonsingularity assumption that is needed for the existing result are discussed. The new strategies are obtained by solving the generalized cross-coupled multiparameter algebraic Riccati equations (GCMARE). Firstly, the asymptotic expansions for the GCMARE are newly established. The main result in this paper is that the proposed algorithm which is based on the Newton's method for solving the GCMARE guarantees the quadratic convergence. In fact, the simulation results show that the proposed algorithm succeed in improving the convergence rate dramatically compared with the previous results. It is also shown that the resulting controller achieves O(∥μ∥2n) approximation of the optimal cost.
掲載誌名
IEEE Transactions on Circuits and Systems I: Regular Papers
52巻
5号
開始ページ
960
終了ページ
974
出版年月日
2005-05
出版者
IEEE
ISSN
1057-7122
NCID
出版者DOI
言語
英語
NII資源タイプ
学術雑誌論文
広大資料タイプ
学術雑誌論文
DCMIタイプ
text
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application/pdf
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権利情報
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部局名
教育学研究科