解离散时间代数Riccati方程的符号函数法

A Sign Function Method for Discrete Time Algebraic Riccati Equation

给出解离散时间代数Riccati方程的符号函数方法,导出一个与求矩阵特征值的幂法有点相似的迭代过程,还举出一个数值例子。

In this paper, a sign function method for solving discrete-time algebraic Riccati e-quation is given, inducing an iteration process similar to power method for eigenvalue problem, and a numerical example is presented.