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Wyszukujesz frazę "discrete (time) Riccati equation" wg kryterium: Temat


Wyświetlanie 1-2 z 2
Tytuł:
Computer methods for calculating tuple solutions of polynomial matrix equations
Autorzy:
Dorożyński, J.
Nedashkovskyy, M.
Powiązania:
https://bibliotekanauki.pl/articles/200783.pdf
Data publikacji:
2020
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
matrix polynomial equations
discrete (time) Riccati equation
tuples of solutions
MATLAB
Opis:
Schemes are presented for calculating tuples of solutions of matrix polynomial equations using continued fractions. Despite the fact that the simplest matrix equations were solved in the second half of the 19th century, and the problem of multiplier decomposition was then deeply analysed, many tasks in this area have not yet been solved. Therefore, the construction of computer schemes for calculating the sequences of solutions is proposed in this work. The second-order matrix equations can be solved by a matrix chain function or iterative method. The results of the numerical experiment using the MatLab package for a given number of iterations are presented. A similar calculation is done for a symmetric square matrix equation of the 2nd order. Also, for the discrete (time) Riccati equation, as its analytical solution cannot be performed yet, we propose constructing its own special scheme of development of the solution in the matrix continued fraction. Next, matrix equations of the n-th order, matrix polynomial equations of the order of non-canonical form, and finally, the conditions for the termination of the iterative process in solving matrix equations by branched continued fractions and the criteria of convergence of matrix branching chain fractions to solutions are discussed.
Źródło:
Bulletin of the Polish Academy of Sciences. Technical Sciences; 2020, 68, 2; 235-243
0239-7528
Pojawia się w:
Bulletin of the Polish Academy of Sciences. Technical Sciences
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Numerically robust synthesis of discrete-time H[infinity] estimators based on dual J-lossless factorisations
Autorzy:
Suchomski, P.
Powiązania:
https://bibliotekanauki.pl/articles/970576.pdf
Data publikacji:
2003
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
system dyskretno-czasowy
estymacja
filtr liniowy
równanie Riccatiego
metody numeryczne
discrete-time systems
state estimation
linear filters
Riccati equation
numerical methods
Opis:
An approach to the numerically reliable synthesis of the H[infinity] suboptimal state estimators for discretised continuous-time processes is presented. The approach is based on suitable dual J-lossless factorisations of chain-scattering representations of estimated processes. It is demonstrated that for a sufficiently small sampling period the standard forward shift operator techniques may become ill-conditioned and numerical robustness of the design procedures can be significantly improved by employing the so-called delta operator models of the process. State-space models of all H[infinity] sub-optimal estimators are obtained by considering the suitable delta-domain algebraic Riccati equation and the corresponding generalised eigenproblem formulation. A relative condition number of this equation is used as a measure of its numerical conditioning. Both regular problems concerning models having no zeros on the boundary of the delta-domain stability region and irregular (non-standard) problems of models with such zeros are examined. For the first case, an approach based on a dual J-lossless factorisation is proposed while in the second case an extended dual J-lossless factorisation based on a zero compensator technique s required. Two numerical examples are given to illustrate some properties of the considered delta-domain approach.
Źródło:
Control and Cybernetics; 2003, 32, 4; 761-802
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
    Wyświetlanie 1-2 z 2

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