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研究生: 楊詩元
Shih-Yuan Yang
論文名稱: 對一類之奇異黎卡迪方程的保結構計算方法
Structured doubling Algorithm for solving a class of Singular 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: 2008
畢業學年度: 96
語文別: 英文
論文頁數: 24
中文關鍵詞: 保結構方法二次方法奇異代數黎卡迪方程
外文關鍵詞: structure-preserving algorithms, doubling algorithms, singular, discrete-time algebraic Riccati equation
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  • 首先,在這篇論文中,我們將簡單描述解奇異黎卡迪方程的二次根數值方法。接著我們將討論解奇異黎卡迪方程的對稱半正定解的保結構數值方法。近來,二次變換的保結構方法因為良好的數值行為而又重新受到重視,我們將在一些設定條件的例子中,比較保結構方法跟二次根的數值結果。


    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.

    1 Introduction ...................................1 2 The Singular SQR Algorithm .....................3 3 SDA Algorithms for solving the DAREs ...........6 4 Numerical experiments .........................11 5 Conclusion ....................................22 References ......................................23

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    23
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