The coupled algebraic Riccati equations have extensive applications in control theory.In this paper,the solution of a class of coupled algebraic Riccati equations is studied.Based on the theory of M-matrix and non-negative matrix,it is proved that the minimal non-negative solution exists for this kind of coupled algebraic Ric-cati equation under certain assumptions.Finally,numerical examples are given to verify the validity of the results.
关键词
耦合代数Riccati方程/最小非负解/不动点迭代法
Key words
coupled algebraic Riccati equation/minimal non-negative solution/fixed point iteration method
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