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Alimorad, Hajar. (1401). An iterative method and maximal solution of Coupled algebraic Riccati equations. , 54(1), 109-123. doi: 10.22059/jac.2022.88374
Hajar Alimorad. "An iterative method and maximal solution of Coupled algebraic Riccati equations". , 54, 1, 1401, 109-123. doi: 10.22059/jac.2022.88374
Alimorad, Hajar. (1401). 'An iterative method and maximal solution of Coupled algebraic Riccati equations', , 54(1), pp. 109-123. doi: 10.22059/jac.2022.88374
Alimorad, Hajar. An iterative method and maximal solution of Coupled algebraic Riccati equations. , 1401; 54(1): 109-123. doi: 10.22059/jac.2022.88374

An iterative method and maximal solution of Coupled algebraic Riccati equations

Journal of Algorithms and Computation
دوره 54، شماره 1، شهریور 2022، صفحه 109-123    اصل مقاله (322.87 K)
نوع مقاله: Research Paper
شناسه دیجیتال (DOI): 10.22059/jac.2022.88374
نویسنده
Hajar Alimorad*
Department of Mathematics, Jahrom University, P.O. Box: 74135-111, Iran.
چکیده
Coupled Riccati equation has widely been applied to various engineering areas such as jump linear quadratic problem, particle transport theory, and Wiener–Hopf decomposition of Markov chains. In this paper, we consider an iterative method for computing the Hermitian solution of the Coupled Algebraic Riccati Equations (CARE) which is usually encountered in control theory. We show some properties of this iterative method. Furthermore, it will also be demonstrated that the maximal solution can be obtained numerically via a certain linear or quadratic inequalities optimization problem. Numerical examples are presented and the results are compared.
کلیدواژه‌ها
Coupled algebraic Riccati equations؛ Maximal solution؛ Positive semidefinite matrix
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