{"title":"A new inversion-free iterative algorithm for the discrete algebraic Riccati equation","authors":"Li Wang, Yuli Zhu","doi":"10.1093/imamci/dnad033","DOIUrl":null,"url":null,"abstract":"\n In this paper, by the transformation form of the discrete algebraic Riccati equation (DARE), we propose a new inverse-free iterative algorithm to obtain the positive definite solution of the DARE. Furthermore, the monotone convergence is proved and convergence rate analysis is presented for the derived algorithm. Compared with some existing algorithms, numerical examples demonstrate the feasibility and effectiveness of our algorithm.","PeriodicalId":56128,"journal":{"name":"IMA Journal of Mathematical Control and Information","volume":null,"pages":null},"PeriodicalIF":1.6000,"publicationDate":"2023-12-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"IMA Journal of Mathematical Control and Information","FirstCategoryId":"94","ListUrlMain":"https://doi.org/10.1093/imamci/dnad033","RegionNum":4,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"AUTOMATION & CONTROL SYSTEMS","Score":null,"Total":0}
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Abstract
In this paper, by the transformation form of the discrete algebraic Riccati equation (DARE), we propose a new inverse-free iterative algorithm to obtain the positive definite solution of the DARE. Furthermore, the monotone convergence is proved and convergence rate analysis is presented for the derived algorithm. Compared with some existing algorithms, numerical examples demonstrate the feasibility and effectiveness of our algorithm.
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