Structured doubling Algorithm for solving a class of Singular Riccati equations

Structured doubling Algorithm for solving a class of Singular Riccati equations

碩士 === 國立清華大學 === 數學系 === 96 === First of all, we summarize the square-root algorithm (SQR) for singular discretetime Riccati difference equation (DRDE). And we will discuss the structure-preserving doubling algorithms (SDAs) for the symmetric positive semidefinite solution to singular version of th...

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Main Authors: Shih-Yuan Yang, 楊詩元
Other Authors: Wen-Wei Lin
Format: Others
Language:en_US
Published: 2008
Online Access:http://ndltd.ncl.edu.tw/handle/55790403051381799224
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spelling ndltd-TW-096NTHU54790022015-10-13T14:08:18Z http://ndltd.ncl.edu.tw/handle/55790403051381799224 Structured doubling Algorithm for solving a class of Singular Riccati equations 對一類之奇異黎卡迪方程的保結構計算方法 Shih-Yuan Yang 楊詩元 碩士 國立清華大學 數學系 96 First of all, we summarize the square-root algorithm (SQR) for singular discretetime Riccati difference equation (DRDE). And we will discuss the structure-preserving doubling algorithms (SDAs) for the symmetric positive semidefinite solution to singular version of the discrete-time algebraic Riccati equation (DARE). Recently, doubling algorithms have been revived for DARE because of their nice numerical behavior, and we will compare the numerical behavior of SDA algorithm with SQR in some examples. Wen-Wei Lin 林文偉 2008 學位論文 ; thesis 24 en_US
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language en_US
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sources NDLTD
description 碩士 === 國立清華大學 === 數學系 === 96 === First of all, we summarize the square-root algorithm (SQR) for singular discretetime Riccati difference equation (DRDE). And we will discuss the structure-preserving doubling algorithms (SDAs) for the symmetric positive semidefinite solution to singular version of the discrete-time algebraic Riccati equation (DARE). Recently, doubling algorithms have been revived for DARE because of their nice numerical behavior, and we will compare the numerical behavior of SDA algorithm with SQR in some examples.
author2 Wen-Wei Lin
author_facet Wen-Wei Lin
Shih-Yuan Yang
楊詩元
author Shih-Yuan Yang
楊詩元
spellingShingle Shih-Yuan Yang
楊詩元
Structured doubling Algorithm for solving a class of Singular Riccati equations
author_sort Shih-Yuan Yang
title Structured doubling Algorithm for solving a class of Singular Riccati equations
title_short Structured doubling Algorithm for solving a class of Singular Riccati equations
title_full Structured doubling Algorithm for solving a class of Singular Riccati equations
title_fullStr Structured doubling Algorithm for solving a class of Singular Riccati equations
title_full_unstemmed Structured doubling Algorithm for solving a class of Singular Riccati equations
title_sort structured doubling algorithm for solving a class of singular riccati equations
publishDate 2008
url http://ndltd.ncl.edu.tw/handle/55790403051381799224
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AT yángshīyuán duìyīlèizhīqíyìlíkǎdífāngchéngdebǎojiégòujìsuànfāngfǎ
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