TY - JOUR
ID - 88681
TI - An iterative method and maximal solution of Coupled algebraic Riccati equations
JO - Journal of Algorithms and Computation
JA - JAC
LA - en
SN - 2476-2776
AU - Alimorad, Hajar
AD - Jahrom University
Y1 - 2022
PY - 2022
VL -
IS -
SP -
EP -
KW - Coupled algebraic
KW - Riccati equations
KW - Maximal solution
KW - Positive semidefinite matrix
KW - Remodified Newton'
KW - s method
DO - 10.22059/jac.2022.345099.1174
N2 - Coupled Riccati equation has widely been applied to various engineering areas such as jump linear quadratic problem, particle transport theory, and Wienerâ€“Hopf decomposition of Markov chains. In this paper, we consider an iterative method for computing Hermitian solution of the Coupled Algebraic Riccati Equations (CARE) which is usually encountered in control theory. We show some properties of this iterative method. Furthermore, it will also be demonstrated that the maximal solution can be obtained numerically via a certain linear or quadratic inequalities optimization problem. Numerical examples are presented and the results are compared.
Coupled algebraic Riccati equations; Maximal solution; Positive semidefinite matrix; Remodified Newton's method.
UR - https://jac.ut.ac.ir/article_88681.html
L1 -
ER -