A new design approach for solving linear quadratic Nash games of multiparameter singularly perturbed systems
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ID | 15014 |
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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
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NDC |
数学
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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.
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掲載誌名 |
IEEE Transactions on Circuits and Systems I: Regular Papers
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巻 | 52巻
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号 | 5号
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開始ページ | 960
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終了ページ | 974
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出版年月日 | 2005-05
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出版者 | IEEE
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ISSN | 1057-7122
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NCID | |
出版者DOI | |
言語 |
英語
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NII資源タイプ |
学術雑誌論文
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広大資料タイプ |
学術雑誌論文
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DCMIタイプ | text
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フォーマット | application/pdf
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著者版フラグ | publisher
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権利情報 | Copyright (c) 2005 IEEE. Personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution to servers or lists, or to reuse any copyrighted component of this work in other works must be obtained from the IEEE.
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関連情報URL | |
部局名 |
教育学研究科
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