High-accuracy Algorithms For Solving The Discrete-time Periodic Riccati Equation

摘要

The paper proposes an algorithm for solving the discrete-time periodic Riccati equation, which arises, for instance, in designing a stabilization system for a hopping robot. This algorithm does not have a number of constraints on the matrix coefficients peculiar to other algorithms. It is significant that variable-precision arithmetic can be used in numerical implementation of the algorithm. This makes it possible to solve discrete-time periodic Riccati equations with high accuracy. Some examples are given.