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A new iterative algorithm to solve periodic Riccati differential equations with sign indefinite quadratic terms

Feng, Yantao and Varga, Andreas and Anderson, Brian D.O. and Lovera, Marco (2011) A new iterative algorithm to solve periodic Riccati differential equations with sign indefinite quadratic terms. IEEE Transactions on Automatic Control, 56 (4), pp. 929-934. DOI: 10.1109/TAC.2010.2101710. ISSN 0018-9286.

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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 sign indefinite quadratic terms
Authors:
AuthorsInstitution or Email of Authors
Feng, Yantaoalex.feng@anu.edu.au
Varga, AndreasAndreas.Varga@DLR.de
Anderson, Brian D.O.Brian.Anderson@anu.edu.au
Lovera, Marcolovera@elet.polimi.it
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
ISSN:0018-9286
Status:Published
Keywords:periodic systems, linear time-varying systems, computational methods, satellite control, periodic Riccati differential equations
HGF - Research field:Aeronautics, Space and Transport (old)
HGF - Program:Space (old)
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:Institut für Systemdynamik und Regelungstechnik
Deposited By: Dr.-Ing. Andreas Varga
Deposited On:10 May 2011 15:03
Last Modified:25 Aug 2014 10:45

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