Numerical Algorithms of the Discrete Coupled Algebraic Riccati Equation Arising in Optimal Control Systems
The discrete coupled algebraic Riccati equation (DCARE) has wide applications in robust control, optimal control, and so on. In this paper, we present two iterative algorithms for solving the DCARE. The two iterative algorithms contain both the iterative solution in the last iterative step and the i...
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| Format: | Article |
| Language: | English |
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Hindawi Limited
2020-01-01
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| Series: | Mathematical Problems in Engineering |
| Online Access: | http://dx.doi.org/10.1155/2020/1841582 |