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Algorithm for solving polynomial algebraic Riccati equations and its application
- 1.0389180 - ÚTIA 2013 RIV RU eng J - Journal Article
Augusta, Petr - Augustová, Petra
Algorithm for solving polynomial algebraic Riccati equations and its application.
Cybernetics and Physics. Roč. 1, č. 4 (2012), s. 237-242. ISSN 2223-7038
R&D Projects: GA ČR GPP103/12/P494
Institutional support: RVO:67985556
Keywords : Numerical algorithms * algebraic Riccati equation * spatially distributed systems * optimal control
Subject RIV: BC - Control Systems Theory
http://lib.physcon.ru/doc?id=8b4876d6a57d
The paper presents a numerical algorithm for solving algebraic Riccati equations with two-sided polynomials. In general, the solution is not a finite-order polynomial. Existence conditions for a finite-order solution are given. If these conditions do not hold, the non-finite-order solution is truncated, and the proposed algorithm returns a finite-order polynomial of an arbitrary high order. Illustrative examples are included.
Permanent Link: http://hdl.handle.net/11104/0218070
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