HOMOTOPY METHODS FOR THE SOLUTION OF GENERAL MODIFIED ALGEBRAIC RICCATI-EQUATIONS

Authors
RICHTER S HODEL AS PRUETT PG
Citation
S. Richter et al., HOMOTOPY METHODS FOR THE SOLUTION OF GENERAL MODIFIED ALGEBRAIC RICCATI-EQUATIONS, IEE proceedings. Part D. Control theory and applications, 140(6), 1993, pp. 449-454
Citations number
32
Categorie Soggetti
Instument & Instrumentation","Engineering, Eletrical & Electronic
Journal title
IEE proceedings. Part D. Control theory and applications → ACNP
ISSN journal
01437054
Volume
140
Issue
6
Year of publication
1993
Pages
449 - 454
Database
ISI
SICI code
0143-7054(1993)140:6<449:HMFTSO>2.0.ZU;2-Q
Abstract
In the paper, the authors present a method for the numerical solution of modified algebraic Riccati equations, A(T)Q + QA - Q(SIGMA)Q + V F(Q) = 0, where the perturbation term F is low rank. They use a contin uous homotopy approach with discrete corrections at each homotopy step . Their algorithm requires the solution of several perturbed Lyapunov equations during each iteration; thus they also address the rapid solu tion of sets of perturbed Lyapunov equations.