| Texto completo | |
| Autor(es): |
Costa, E. F.
;
Val, João Bosco Ribeiro do
[2]
Número total de Autores: 2
|
| Tipo de documento: | Artigo Científico |
| Fonte: | European Journal of Control; v. 10, n. 6, p. 576-580, 2004. |
| Área do conhecimento: | Engenharias - Engenharia Elétrica |
| Assunto(s): | Matemática Teoria de sistemas e controle Equações de Riccati |
| Resumo | |
The paper presents an algorithm for solvingaperturbed algebraic Riccati equation, which involvesamonotone operator and comprises the usual Riccati equation and coupled algebraic Riccati equations as particular cases. The method relies on iterations of Riccati equations for which solutions are ensured to exist and to be unique, via the adequate choice of certain parameters. We show that the method generatesamonotonically increasing sequence that converges to the minimal solution of the original equation whenever it exists. In this case, the convergence is unconditionally ensured; no stability or any other condition is taken into account. Illustrative numerical examples are included. (AU) | |
| Processo FAPESP: | 03/06736-7 - Controle e filtragem de sistemas estocásticos markovianos com saltos nos parâmetros |
| Beneficiário: | João Bosco Ribeiro do Val |
| Modalidade de apoio: | Auxílio à Pesquisa - Temático |