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References in periodicals archive ?
They cover a general theory of doubling algorithms, discrete-time and continuous-time algebraic Riccati equations, the M-matrix algebraic Riccati equation, other algebraic Riccati equations, and nonlinear matrix equations X + BX-1A=Q.
Starting from 1970s, [9] solves the optimal control problem of linear systems with respect to quadratic performance criteria analytically by use of the algebraic Riccati equation. Reference [10] establishes minimality convergence, uniqueness, and stability concerning the discrete-time matrix Riccati equation and proves the policy space approximation.
On the other hand, associated with (A, F), from LQR-based optimal control theory [33], the following algebraic Riccati equation (ARE)
In this paper, a second-order learning method called the extended Hamiltonian algorithm is recalled from literature and applied to solve the numerical solution for the algebraic Riccati equation. And, the convergence speed of the provided algorithm is compared with the EGA, the RGA, and the NSIM using two simulation examples.
Roberts, "Linear model reduction and solution of the algebraic Riccati equation by use of the sign function," International Journal of Control, vol.
POLONI, A fast Newton's method for a nonsymmetric algebraic Riccati equation, SIAM J.
In this case the stochastic LQ problem can be solved via the following stochastic algebraic Riccati equation (the symmetric matrix P being the unknown one):
where P is the solution of the algebraic Riccati equation (ARE)
The linear delay system (2), where [A.sub.i] are constant matrices, is a-stable if there is a symmetric semi-positive definite matrix P [member of] [R.sup.n x n], which is a solution of the algebraic Riccati equation
A symplectic QR-like algorithm for the solution of the real algebraic Riccati equation. IEEE Trans.