共查询到18条相似文献,搜索用时 78 毫秒
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本文研究了无限维离散时间代数Riccati方程(DARE)的非负自伴解,给出了(DARE)有非负 自伴解的充要条件.对幂可稳定化的离散时间系统∑d(A,B,-),若A是可逆的,B是紧的,给出 了(DARE)的非负解集的参数化刻画,并以A的有限维的含于反稳定的不可观察子空间中的不变子 空间为参数.该结果把[5]中关于有限维系统∑d(A,B,-)的结果推广到了一般的系统∑d(A,B,-) 中.最后,还给出了∑d(A,B,-)具有非负稳定化解的充要条件. 相似文献
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本文研究了无限维离散时间代数Riccati方程(DARE)的非负自伴解,给出了(DARE)有非负自伴解的充要条件.对幂可稳定化的离散时间系统∑d(A,B,-),若A是可逆的,B是紧的,给出了(DARE)的非负解集的参数化刻画,并以A的有限维的含于反稳定的不可观察子空间中的不变子空间为参数.该结果把[5]中关于有限维系统∑d(A,B,-)的结果推广到了一般的系统∑d(A,B,-)中.最后,还给出了∑d(A,B,-)具有非负稳定化解的充要条件. 相似文献
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利用逆矩阵的Neumann级数形式,将在离散时间跳跃线性二次控制问题中遇到的含未知矩阵之逆的离散对偶代数Riccati方程(DCARE)转化为高次多项式矩阵方程组,然后采用牛顿算法求高次多项式矩阵方程组的异类约束解,并采用修正共轭梯度法求由牛顿算法每一步迭代计算导出的线性矩阵方程组的异类约束解或者异类约束最小二乘解,建立求DCARE的异类约束解的双迭代算法.双迭代算法仅要求DCARE有异类约束解,不要求它的异类约束解唯一,也不对它的系数矩阵做附加限定.数值算例表明,双迭代算法是有效的. 相似文献
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本文给出了Riccati方程ω’=ω’+f(z)有形如的代数曲线解的充要条件及其求解方法,证明了有解时相应的Fuchs方程的单值群是可解的,并讨论了数学物理中的几个著名方程. 相似文献
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1.引言 关于代数Riccati方程(ARE)的研究是大量的.从数值角度看,有关数值方法,扰动理论的研究已比较深入.而关于条件数理论的研究则还不多[3],[6]. Ryers[1]研究了时连续代数 Riccati方程可稳解的条件数; Kenney和 Hewer[3]讨论了时连续代数 Riccati方程(以下简称 CTARE)可稳解的敏度分析,给出了一阶扰动界,引进了条件数; Sun[6]从最佳向后扰动理论角度研究了时离散代数Riccati方程(以下简称DTARE)可稳解的条件数;徐树方[8]针对 CTA… 相似文献
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给出离散代数Riccati方程解的迹的上界和下界计算公式,较现有结果相比,该结果具有较高的估计精度,数值算例表明该方法的有效性。 相似文献
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发展方程的时间依赖对称的Lie代数结构马文秀(复旦大学数学研究所,上海200433)THELIEALGEBRASTRUCTURESOFTIMEDEPENDENTSYMMETRIESOFEVOLUTIONEQUATIONS¥MAWENXIU(Insti... 相似文献
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Xiao-xiaGuo Zhong-zhiBai 《计算数学(英文版)》2005,23(3):305-320
We study perturbation bound and structured condition number about the minimal nonnegative solution of nonsymmetric algebraic Riccati equation, obtaining a sharp perturbation bound and an accurate condition number. By using the matrix sign function method we present a new method for finding the minimal nonnegative solution of this algebraic Riccati equation. Based on this new method, we show how to compute the desired M-matrix solution of the quadratic matrix equation X^2 - EX - F = 0 by connecting it with the nonsymmetric algebraic Riccati equation, where E is a diagonal matrix and F is an M-matrix. 相似文献
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线性等式约束系统广义Riccati代数方程的求解* 总被引:1,自引:0,他引:1
本文基于定常离散LQ控制问题的动力学方程、价值泛函及系统的约束方程,根据极大值原理,给出了线性等式约束系统下的广义Riccati方程,进而对上述方程进行了深入的探讨,并给出了相应的数值例题。 相似文献
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In this paper, we address the estimation problem for the solution of the discrete algebraic matrix Riccati equation. Both upper and lower bounds are measured. Compared to the majority of the approaches proposed in the literature, the present results are sharper. We also apply the results obtained to solve the robust stabilization problem of discrete time-delay systems. A robust stabilizability criterion and the corresponding state feedback control law are proposed. Furthermore, the tolerable bound of the delay term is also estimated. Finally, numerical examples are given to demonstrate the applications of the results. 相似文献
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Chun-Hua Guo 《Numerical Functional Analysis & Optimization》2013,34(5):516-529
We start with a discussion of coupled algebraic Riccati equations arising in the study of linear-quadratic optimal control problems for Markov jump linear systems. Under suitable assumptions, this system of equations has a unique positive semidefinite solution, which is the solution of practical interest. The coupled equations can be rewritten as a single linearly perturbed matrix Riccati equation with special structures. We study the linearly perturbed Riccati equation in a more general setting and obtain a class of iterative methods from different splittings of a positive operator involved in the Riccati equation. We prove some special properties of the sequences generated by these methods and determine and compare the convergence rates of these methods. Our results are then applied to the coupled Riccati equations of jump linear systems. We obtain linear convergence of the Lyapunov iteration and the modified Lyapunov iteration, and confirm that the modified Lyapunov iteration indeed has faster convergence than the original Lyapunov iteration. 相似文献
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冀永强 《数学的实践与认识》2016,(1):275-279
对于正整数n,设Z(n)=min{m|m∈N,1/2m(m+1)≡0(modn)},称为n的伪Smarandache函数.设r是正整数.根据广义Ramanujan-Nagell方程的结果,运用初等数论方法证明了下列结果:i)1/2(-1+(8n+1)≤Z(n)≤2n-1.ii)当r≠1,2,3或5时,Z(2~r+1)≥1/2(-1+(2~(r+3)·5+41)).iii)当r≠1,2,3,4或12时,Z(2~r-1)≥1/2(-1+(2~(r+3)·3-23). 相似文献
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In this paper, by introducing a definition of parameterized comparison
matrix of a given complex square matrix, the solvability of a parameterized class
of complex nonsymmetric algebraic Riccati equations (NAREs) is discussed. The
existence and uniqueness of the extremal solutions of the NAREs is proved. Some
classical numerical methods can be applied to compute the extremal solutions of the
NAREs, mainly including the Schur method, the basic fixed-point iterative methods,
Newton's method and the doubling algorithms. Furthermore, the linear convergence
of the basic fixed-point iterative methods and the quadratic convergence of Newton's
method and the doubling algorithms are also shown. Moreover, some concrete parameter selection strategies in complex number field for the doubling algorithms
are also given. Numerical experiments demonstrate that our numerical methods are
effective. 相似文献