文献类型：期刊文献

英文题名：On the generalized structure-preserving doubling algorithm for Generalized Discrete-time Algebraic Riccati equations

作者：Lin, Yiqin[1]; Bao, Liang[2]; Wei, Yimin[3,4]

机构：[1] Institute of Computational Mathematics, Hunan University of Science and Engineering, Yongzhou 425100, China; [2] Department of Mathematics, East China University of Science and Technology, Shanghai 200237, China; [3] Institute of Mathematics, School of Mathematical Sciences, Fudan University, Shanghai 200433, China; [4] Key Laboratory of Mathematics for Nonlinear Sciences, Ministry of Education, Fudan University, China

年份：2011

卷号：8

期号：6

起止页码：987

外文期刊名：Journal of Information and Computational Science

收录：EI(收录号：20112714115890)

语种：英文

外文关键词：Hamiltonians - Mathematical transformations - Algebra - Riccati equations

摘要：This paper is devoted to the solution of Generalized Discrete-time Algebraic Riccati equations (GDAREs) with ill-conditioned E and singular R. A new Generalized Structure-preserving Doubling Algorithm (G-SDA) is proposed. The deduction of the G-SDA is based on a modified version of GDAREs. Numerical experiments report the effectiveness of the proposed method. ? 2011 Binary Information Press.