The Solution of a Class of Coupled Algebraic Riccati Equations
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.
coupled algebraic Riccati equationminimal non-negative solutionfixed point iteration method
万方数据
维普
