Algorithm for solving cross-coupled algebraic Riccati equations related to mixed H/sub 2//H/sub /spl infin// control problems of multimodeling systems

摘要

In this paper, the mixed H/sub 2//H/sub /spl infin// control problems for the multiparameter singularly perturbed systems (MSPS) are discussed. In order to obtain the strategies, the algorithm for solving the cross-coupled algebraic Riccati equations (CARE) is proposed. Since a new algorithm is based on the Newton's method, the proposed method is computationally attractive and the implementation of the algorithm is easy. It is newly proven that the new algorithm guarantees the quadratic convergence. As a result, it is shown that the proposed algorithm succeed in improving the convergence rate dramatically compared with the previous results.