STRUCTURE-PRESERVING ALGORITHMS FOR DISCRETE-TIME ALGEBRAIC MATRIX RICCATI EQUATIONS

Vasile Sima

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Paper

STRUCTURE-PRESERVING ALGORITHMS FOR DISCRETE-TIME ALGEBRAIC MATRIX RICCATI EQUATIONS

Topics: Computer and Microprocessor-Based Control; Optimization Algorithms

In Proceedings of the 7th International Conference on Informatics in Control, Automation and Robotics - Volume 1: ICINCO, 187-192, 2010 , Funchal, Madeira, Portugal

Author: Vasile Sima

Affiliation: National Institute for Research & Development in Informatics, Romania

Keyword(s): Linear-quadratic Optimization, Optimization Algorithms, Structure-preserving Algorithms.

Related Ontology Subjects/Areas/Topics: Computer and Microprocessor-Based Control ; Informatics in Control, Automation and Robotics ; Intelligent Control Systems and Optimization ; Optimization Algorithms ; Signal Processing, Sensors, Systems Modeling and Control

Abstract: Structure-preserving algorithms for solving discrete-time algebraic matrix Riccati equations are presented. The proposed techniques extract the stable deflating subspaces for extended, inverse-free symplectic matrix pencils. The algorithms are based on skew-Hamiltonian/Hamiltonian pencils derived by an extended Cayley transformation, which only involves matrix additions and subtractions. The structure-preserving approach has the potential to avoid the numerical difficulties which are encountered for a traditional, non-structured solution, returned by the currently available software tools.

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Paper citation in several formats:

Sima, V. (2010). STRUCTURE-PRESERVING ALGORITHMS FOR DISCRETE-TIME ALGEBRAIC MATRIX RICCATI EQUATIONS. In Proceedings of the 7th International Conference on Informatics in Control, Automation and Robotics - Volume 1: ICINCO; ISBN 978-989-8425-00-3; ISSN 2184-2809, SciTePress, pages 187-192. DOI: 10.5220/0003000101870192

@conference{icinco10,
author={Vasile Sima.},
title={STRUCTURE-PRESERVING ALGORITHMS FOR DISCRETE-TIME ALGEBRAIC MATRIX RICCATI EQUATIONS},
booktitle={Proceedings of the 7th International Conference on Informatics in Control, Automation and Robotics - Volume 1: ICINCO},
year={2010},
pages={187-192},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0003000101870192},
isbn={978-989-8425-00-3},
issn={2184-2809},
}

TY - CONF

JO - Proceedings of the 7th International Conference on Informatics in Control, Automation and Robotics - Volume 1: ICINCO
TI - STRUCTURE-PRESERVING ALGORITHMS FOR DISCRETE-TIME ALGEBRAIC MATRIX RICCATI EQUATIONS
SN - 978-989-8425-00-3
IS - 2184-2809
AU - Sima, V.
PY - 2010
SP - 187
EP - 192
DO - 10.5220/0003000101870192
PB - SciTePress