基于求线性矩阵方程约束解的修正共轭梯度法,针对源于低增益反馈设计和时滞控制系统中的一类参量离散代数Riccati方程,建立求其非零对称解的Newton.MCG算法和非精确Newton-MCG算法以及求其可逆对称解的T-MCG算法.(非精确)Newton-MCG算法仅要求Riccati方程存在非零对称解,对系数矩阵等没有附加限定,但所得对称解不能保证可逆性或正定性;在系数矩阵满足可控性等条件下,由T-MCG算法所得对称解是正定的.数值算例表明,两类迭代算法是有效的.
This paper focuses upon iterative algorithms for the nonzero symmetric solution of discrete-time algebraic Riccati equation arising from low gain feedback design and time delay control system. Based on the modified conjugate gradient method, the (inexact) Newton-MCG algorithm and T-MCG algorithm are proposed. The (inexact) Newton-MCG algorithm has no other limits to coefficient matrices except for the existence of nonzero symmetric solution, while T-MCG algorithm demands the existence of invertible symmetric solution. Particularly, the solution derived from T-MCG algorithm is positive definite under suitable conditions such as controllabilities of relative coefficient matrices, but the solution from (inexact) Newton-MCG algorithm is not necessarily. Numerical results illustrate the efficiency of the above algorithms.