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A new iterative algorithm to solve periodic Riccati differential equations with wign indefinite quadratic terms
Feng, Yantao and Varga, Andras and Anderson, Brian D.O. and Lovera, Marco (2011) A new iterative algorithm to solve periodic Riccati differential equations with wign indefinite quadratic terms. IEEE Transactions on Automatic Control, 56 (4), pp. 929-934. DOI: 10.1109/TAC.2010.2101710.
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Abstract
An iterative algorithm to solve periodic Riccati differential equations (PRDE) with an indefinite quadratic term is proposed. In our algorithm, we replace the problem of solving a PRDE with an indefinite quadratic term by the problem of solving a sequence of PRDEs with a negative semidefinite quadratic term which can be solved by existing methods. The global convergence and the local quadratic rate of convergence are both established. A numerical example is given to illustrate our algorithm.
| Document Type: | Article | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Title: | A new iterative algorithm to solve periodic Riccati differential equations with wign indefinite quadratic terms | ||||||||||
| Authors: |
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| Date: | April 2011 | ||||||||||
| Journal or Publication Title: | IEEE Transactions on Automatic Control | ||||||||||
| Refereed publication: | Yes | ||||||||||
| In Open Access: | No | ||||||||||
| In SCOPUS: | Yes | ||||||||||
| In ISI Web of Science: | Yes | ||||||||||
| Volume: | 56 | ||||||||||
| DOI: | 10.1109/TAC.2010.2101710 | ||||||||||
| Page Range: | pp. 929-934 | ||||||||||
| Status: | Published | ||||||||||
| Keywords: | periodic systems, linear time-varying systems, computational methods, satellite control; periodic Riccati differential equations | ||||||||||
| HGF - Research field: | Aeronautics, Space and Transport | ||||||||||
| HGF - Program: | Space | ||||||||||
| HGF - Program Themes: | W RP - Raumtransport | ||||||||||
| DLR - Research area: | Space | ||||||||||
| DLR - Program: | W RP - Raumtransport | ||||||||||
| DLR - Research theme (Project): | W - Raumfahrzeugsysteme - Numerische Verfahren und Simulation (old) | ||||||||||
| Location: | Oberpfaffenhofen | ||||||||||
| Institutes and Institutions: | Institute of Robotics and Mechatronics > System Dynamics and Control (former Control Design Engineering) | ||||||||||
| Deposited By: | Dr.-Ing. Andreas Varga | ||||||||||
| Deposited On: | 10 May 2011 15:03 | ||||||||||
| Last Modified: | 07 Feb 2013 20:21 |
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