Varga, Andreas (2008) On solving periodic Riccati equations. Numerical Linear Algebra witih Applications, 15, Seiten 809-835. Wiley InterScience. doi: 10.1002/nla.604.
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Kurzfassung
Numerically reliable algorithms to compute the periodic non-negative definite stabilizing solutions of the periodic differential Riccati equation (PRDE) and discrete-time periodic Riccati equation (DPRE) are proposed. For the numerical solution of PRDEs, a new multiple shooting-type algorithm is developed to compute the periodic solutions in an arbitrary number of time moments within one period by employing suitable discretizations of the continuous-time problems. In contrast to single shooting periodic generator methods, the multiple shooting-type methods have the main advantage of being able to address problems with larger periods. Three methods are discussed to solve DPREs. Two of the methods represetn extensions of a quotient-product swapping and collapsing "fast" algorithm. All proposed approches are completely general, being applicable to periodic Riccati equations with time-varying dimensions as well as with singular weighting matrices.
elib-URL des Eintrags: | https://elib.dlr.de/55646/ | ||||||||
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Dokumentart: | Zeitschriftenbeitrag | ||||||||
Titel: | On solving periodic Riccati equations | ||||||||
Autoren: |
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Datum: | 2008 | ||||||||
Erschienen in: | Numerical Linear Algebra witih Applications | ||||||||
Open Access: | Ja | ||||||||
Gold Open Access: | Nein | ||||||||
In SCOPUS: | Nein | ||||||||
In ISI Web of Science: | Nein | ||||||||
Band: | 15 | ||||||||
DOI: | 10.1002/nla.604 | ||||||||
Seitenbereich: | Seiten 809-835 | ||||||||
Verlag: | Wiley InterScience | ||||||||
Status: | veröffentlicht | ||||||||
Stichwörter: | periodic systems, periodic Riccati equations, periodic Lyapunov equations, periodic deadbeat control, numerical methods | ||||||||
HGF - Forschungsbereich: | Luftfahrt, Raumfahrt und Verkehr | ||||||||
HGF - Programm: | Luftfahrt | ||||||||
HGF - Programmthema: | Starrflügler (alt) | ||||||||
DLR - Schwerpunkt: | Luftfahrt | ||||||||
DLR - Forschungsgebiet: | L AR - Starrflüglerforschung | ||||||||
DLR - Teilgebiet (Projekt, Vorhaben): | L - Systeme & Kabine (alt) | ||||||||
Standort: | Oberpfaffenhofen | ||||||||
Institute & Einrichtungen: | Institut für Robotik und Mechatronik (bis 2012) > Systemdynamik und Regelungstechnik (war Entwurfsorientierte Regelungstechnik) | ||||||||
Hinterlegt von: | Klauer, Monika | ||||||||
Hinterlegt am: | 28 Okt 2008 | ||||||||
Letzte Änderung: | 31 Jul 2019 19:23 |
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