期刊文献+

基于最小残差思想的一类代数Riccati方程的牛顿迭代求解

下载PDF
导出
摘要 本文在牛顿迭代法框架下,借用最小残差法思想,结合预条件共轭最小二乘法,提出了一种新的算法对一类代数Riccati方程的数值解进行了研究,并给出了具体的数值算例。算例结果验证了该方法具有良好的收敛性。
作者 周立平
出处 《湖南科技学院学报》 2015年第5期5-10,40,共7页 Journal of Hunan University of Science and Engineering
基金 湖南省教育厅资助科研项目(12C0688) 湖南省自然科学基金资助项目(12JJ3077)
  • 相关文献

参考文献13

  • 1Laub A.A schur method for solving algebraic Riccati equations[J].IEEE Trans. Automat. Control.,1979,24:913-921.
  • 2Byers R.Solving the algebraic Riccati equation with the matrix sign function[J].Linear Algebra Appl., 1987,85:267-279.
  • 3H.T.Banks,K.Ito.A numerical algorithm for optimal feedback gains in high dimensional linear quadratic regulator problems[J]. SIAM J.Contro|.Optim., 1991,29(3):499-515.
  • 4J.A.Burns,K.P.I-Iulsing.Numerical methods for approximating functional gains in LQR boundary control problems[J]. Mathematical and Computer Modelling,2001,33 (1): 89 - 100.
  • 5D.Kleinman.On an Iterative Technique for Riccati Equation Computations[J].IEEE Transactions on Automat.Control., 1968,13: 114-115.
  • 6I.G;Rosen and C. Wang.A multilevel technique for the approximate solution of operator Lyapunov and algebraic Riccati equations [J].SIAM J.Numer.Anal., 1995,32(2):514-541.
  • 7E Benner and J. Saak. A Galerkin-Newton-ADI method for solving large-scale algebraic Riccati equations [J]. DFG Priority ?rogramme 1253."Optimization with Partial Differential Equations", 2010. Preprint SPP1253-090.
  • 8Gajic Z, Qureshi M. Lyapunov Matrix equation in system stability and control [M]. Academic Press: San Diego, 1995.
  • 9P. Bermer, J. R. Li, T. Penzl. Numerical solution of large-scale Lyapunov equations, Riccati equations, and linear-quadratic 3ptimal control problems [J]. Numer. Linear Algebra Appl., 2008, 15(9):755-777.
  • 10Lin Y, V. Simoncini. Minimal residual methods for large scale Lyapunov equations [J]. Appl. Numer. Math., 2013, 72:52-71.

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部