Continuation Methods for Solving Modified Discrete-Time Algebraic Riccati Equations

Wen Wei Lin; Chem Shuh Wang; Chuan Hsiang Han

doi:10.1109/9.384231

Continuation Methods for Solving Modified Discrete-Time Algebraic Riccati Equations

Wen Wei Lin, Chem Shuh Wang, Chuan Hsiang Han

Department of Mathematics

Research output: Contribution to journal › Article › peer-review

1 Citation (Scopus)

Abstract

It is well known that the continuation methods have been successfully applied to solve polynomial systems and fixed point problems, etc. In this paper, we consider a discrete-time algebraic Riccati equation with an admissible, low rank, and symmetric perturbation. Our attention will be directed primarily to this modified discrete-time algebraic Riccati equation and the numerical method for its solution based on proceeding along the continuation path.

Original language	English
Pages (from-to)	920-924
Number of pages	5
Journal	IEEE Transactions on Automatic Control
Volume	40
Issue number	5
DOIs	https://doi.org/10.1109/9.384231
Publication status	Published - 1995 May

All Science Journal Classification (ASJC) codes

Control and Systems Engineering
Computer Science Applications
Electrical and Electronic Engineering

Access to Document

10.1109/9.384231

Cite this

@article{c23b2cf48a6e4995b14da61e21254633,

title = "Continuation Methods for Solving Modified Discrete-Time Algebraic Riccati Equations",

abstract = "It is well known that the continuation methods have been successfully applied to solve polynomial systems and fixed point problems, etc. In this paper, we consider a discrete-time algebraic Riccati equation with an admissible, low rank, and symmetric perturbation. Our attention will be directed primarily to this modified discrete-time algebraic Riccati equation and the numerical method for its solution based on proceeding along the continuation path.",

author = "Lin, {Wen Wei} and Wang, {Chem Shuh} and Han, {Chuan Hsiang}",

note = "Funding Information: Manuscript received November 19, 1993; revised November 17,1994. {\textquoteright}zhis work was supported in part by NSERC Grant A4619. S. P. Sethi is with Faculty of Management, University of Toronto, Toronto, Ontario, M5S 1V4 Canada. Q. Zhang is with Department of Mathematics, University of Georgia, Athens, GA 30602 USA. IEFE Log Number 9409693.",

year = "1995",

month = may,

doi = "10.1109/9.384231",

language = "English",

volume = "40",

pages = "920--924",

journal = "IEEE Transactions on Automatic Control",

issn = "0018-9286",

publisher = "Institute of Electrical and Electronics Engineers Inc.",

number = "5",

}

TY - JOUR

T1 - Continuation Methods for Solving Modified Discrete-Time Algebraic Riccati Equations

AU - Lin, Wen Wei

AU - Wang, Chem Shuh

AU - Han, Chuan Hsiang

N1 - Funding Information: Manuscript received November 19, 1993; revised November 17,1994. ’zhis work was supported in part by NSERC Grant A4619. S. P. Sethi is with Faculty of Management, University of Toronto, Toronto, Ontario, M5S 1V4 Canada. Q. Zhang is with Department of Mathematics, University of Georgia, Athens, GA 30602 USA. IEFE Log Number 9409693.

PY - 1995/5

Y1 - 1995/5

N2 - It is well known that the continuation methods have been successfully applied to solve polynomial systems and fixed point problems, etc. In this paper, we consider a discrete-time algebraic Riccati equation with an admissible, low rank, and symmetric perturbation. Our attention will be directed primarily to this modified discrete-time algebraic Riccati equation and the numerical method for its solution based on proceeding along the continuation path.

AB - It is well known that the continuation methods have been successfully applied to solve polynomial systems and fixed point problems, etc. In this paper, we consider a discrete-time algebraic Riccati equation with an admissible, low rank, and symmetric perturbation. Our attention will be directed primarily to this modified discrete-time algebraic Riccati equation and the numerical method for its solution based on proceeding along the continuation path.

UR - http://www.scopus.com/inward/record.url?scp=0029310080&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=0029310080&partnerID=8YFLogxK

U2 - 10.1109/9.384231

DO - 10.1109/9.384231

M3 - Article

AN - SCOPUS:0029310080

SN - 0018-9286

VL - 40

SP - 920

EP - 924

JO - IEEE Transactions on Automatic Control

JF - IEEE Transactions on Automatic Control

IS - 5

ER -

Continuation Methods for Solving Modified Discrete-Time Algebraic Riccati Equations

Abstract

All Science Journal Classification (ASJC) codes

Access to Document

Other files and links

Fingerprint

Cite this