Modified Newton Integration Algorithm With Noise Tolerance for Discrete Algebraic Matrix Riccati Equation

Nowadays, the discrete algebraic matrix Riccati equation (DAMRE) is widely used in control system theory, engineering application, etc. In order to solve the problem with the high accuracy of DAMRE, a large number of researchers have achieved great success in theoretical analysis and actively explor...

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Autores principales: Siyuan Liao, Dongyang Fu, Haoen Huang, Chengze Jiang
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Lenguaje:EN
Publicado: IEEE 2021
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Acceso en línea:https://doaj.org/article/3cd23963acb94832a7d568d9afba45d7
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spelling oai:doaj.org-article:3cd23963acb94832a7d568d9afba45d72021-12-02T00:00:18ZModified Newton Integration Algorithm With Noise Tolerance for Discrete Algebraic Matrix Riccati Equation2169-353610.1109/ACCESS.2021.3129788https://doaj.org/article/3cd23963acb94832a7d568d9afba45d72021-01-01T00:00:00Zhttps://ieeexplore.ieee.org/document/9623543/https://doaj.org/toc/2169-3536Nowadays, the discrete algebraic matrix Riccati equation (DAMRE) is widely used in control system theory, engineering application, etc. In order to solve the problem with the high accuracy of DAMRE, a large number of researchers have achieved great success in theoretical analysis and actively explored methods. In addition, they have achieved great success in both theoretical analysis and practical investigation, and some actively explored methods or practical investigations have been very effective. However, since previous research has not considered noise tolerance, this may cause unacceptable results and unsatisfactory effectiveness in practical utilization scenarios. To this end, inspired by the traditional Newton-Raphson iterative (NRI) algorithm, a modified Newton integration (MNI) algorithm is proposed with excellent noise tolerance ability. Through theoretical analyses, the proposed MNI algorithm is confirmed to retain the fast convergence property of the NRI algorithm and also possess strong noise tolerance. The numerical experiment results demonstrate that the proposed MNI algorithm has advantages in accuracy and noise tolerance compared with other algorithms.Siyuan LiaoDongyang FuHaoen HuangChengze JiangIEEEarticleDiscrete algebraic matrix Riccati equation (DAMRE)modified newton integration (MNI) algorithmnoise tolerance abilityElectrical engineering. Electronics. Nuclear engineeringTK1-9971ENIEEE Access, Vol 9, Pp 156680-156687 (2021)
institution DOAJ
collection DOAJ
language EN
topic Discrete algebraic matrix Riccati equation (DAMRE)
modified newton integration (MNI) algorithm
noise tolerance ability
Electrical engineering. Electronics. Nuclear engineering
TK1-9971
spellingShingle Discrete algebraic matrix Riccati equation (DAMRE)
modified newton integration (MNI) algorithm
noise tolerance ability
Electrical engineering. Electronics. Nuclear engineering
TK1-9971
Siyuan Liao
Dongyang Fu
Haoen Huang
Chengze Jiang
Modified Newton Integration Algorithm With Noise Tolerance for Discrete Algebraic Matrix Riccati Equation
description Nowadays, the discrete algebraic matrix Riccati equation (DAMRE) is widely used in control system theory, engineering application, etc. In order to solve the problem with the high accuracy of DAMRE, a large number of researchers have achieved great success in theoretical analysis and actively explored methods. In addition, they have achieved great success in both theoretical analysis and practical investigation, and some actively explored methods or practical investigations have been very effective. However, since previous research has not considered noise tolerance, this may cause unacceptable results and unsatisfactory effectiveness in practical utilization scenarios. To this end, inspired by the traditional Newton-Raphson iterative (NRI) algorithm, a modified Newton integration (MNI) algorithm is proposed with excellent noise tolerance ability. Through theoretical analyses, the proposed MNI algorithm is confirmed to retain the fast convergence property of the NRI algorithm and also possess strong noise tolerance. The numerical experiment results demonstrate that the proposed MNI algorithm has advantages in accuracy and noise tolerance compared with other algorithms.
format article
author Siyuan Liao
Dongyang Fu
Haoen Huang
Chengze Jiang
author_facet Siyuan Liao
Dongyang Fu
Haoen Huang
Chengze Jiang
author_sort Siyuan Liao
title Modified Newton Integration Algorithm With Noise Tolerance for Discrete Algebraic Matrix Riccati Equation
title_short Modified Newton Integration Algorithm With Noise Tolerance for Discrete Algebraic Matrix Riccati Equation
title_full Modified Newton Integration Algorithm With Noise Tolerance for Discrete Algebraic Matrix Riccati Equation
title_fullStr Modified Newton Integration Algorithm With Noise Tolerance for Discrete Algebraic Matrix Riccati Equation
title_full_unstemmed Modified Newton Integration Algorithm With Noise Tolerance for Discrete Algebraic Matrix Riccati Equation
title_sort modified newton integration algorithm with noise tolerance for discrete algebraic matrix riccati equation
publisher IEEE
publishDate 2021
url https://doaj.org/article/3cd23963acb94832a7d568d9afba45d7
work_keys_str_mv AT siyuanliao modifiednewtonintegrationalgorithmwithnoisetolerancefordiscretealgebraicmatrixriccatiequation
AT dongyangfu modifiednewtonintegrationalgorithmwithnoisetolerancefordiscretealgebraicmatrixriccatiequation
AT haoenhuang modifiednewtonintegrationalgorithmwithnoisetolerancefordiscretealgebraicmatrixriccatiequation
AT chengzejiang modifiednewtonintegrationalgorithmwithnoisetolerancefordiscretealgebraicmatrixriccatiequation
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