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研究生: 陳巧雯
Chiao-Wen Chen
論文名稱: 有效保結構的冪法求解廣義連續型及離散型黎卡迪方程
Generalized Structure-Preserving Doubling Algorithms for Generalized Continuous and Discrete Time Algebraic Riccati Equations
指導教授: 林文偉
Wen-Wei Lin
口試委員:
學位類別: 碩士
Master
系所名稱: 理學院 - 數學系
Department of Mathematics
論文出版年: 2005
畢業學年度: 93
語文別: 英文
論文頁數: 36
中文關鍵詞: 黎卡迪方程
外文關鍵詞: the Caley transformation, generalized continuous-time algebraic Riccati equation, generalized discrete-time algebraic Riccati equation, structure-preserving doubling algrithm
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  • 本論文主要是以可轉換連續型與散型控制系統的凱利變換為基礎,運用並根據保結構法(SDA)的概念,發展一套G-SDA法,來求解廣義連續型及離散型的黎卡迪方程。文中依各類型,分別列舉在矩陣E條件數偌大的情況下,本法的數值結果,以說明G-SDA法的有效性與特色。


    In this paper we extend the structure-preserving doubling algorithm (SDA) to compute the symmetric positive semi-definite solutions of the generalized continuous as well as discrete algebraic Riccati equations. Our main idea is to relate continuous and discrete time control systems based on the generalized Caley transformation.
    In the end, we select some examples to illustrate that the G-SDA performs better than the MATLAB commands in the control toolbox.

    1 Introduction...1 1.1 Generalized Continuous-Time Algebraic Riccati Equations 1.2 Generalized Discrete-Time Algebraic Riccati Equaitons 2 G-SDA Algorithm for G-CAREs...6 3 G-SDA Algorithm for G-DAREs...10 4 Convergence of G-SDA Algorithm...18 5 Numerical Experiments for G-CAREs...20 6 Numerical Experiments for G-DAREs...28 7 Conclusions...32

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