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Volumn 21, Issue 2, 1999, Pages 694-698

On a Newton-like method for solving algebraic Riccati equations

Author keywords

Continuous algebraic Riccati equations; Convergence rate; Line search; Maximal symmetric solution; Newton's method

Indexed keywords


EID: 0033632912     PISSN: 08954798     EISSN: None     Source Type: Journal    
DOI: 10.1137/s0895479898348519     Document Type: Article
Times cited : (49)

References (12)
  • 1
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  • 3
    • 0031673797 scopus 로고    scopus 로고
    • An exact line search method for solving generalized continuous-time algebraic Riccati equations
    • P. BENNER AND R. BYERS, An exact line search method for solving generalized continuous-time algebraic Riccati equations, IEEE Trans. Automat. Control, 43 (1998), pp. 101-107.
    • (1998) IEEE Trans. Automat. Control , vol.43 , pp. 101-107
    • Benner, P.1    Byers, R.2
  • 4
    • 84930581957 scopus 로고
    • Matrix quadratic equations
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    • (1974) Bull. Austral. Math. Soc. , vol.10 , pp. 377-401
    • Coppel, W.A.1
  • 5
    • 0022808265 scopus 로고
    • On Hermitian solutions of the symmetric algebraic Riccati equation
    • I. GOHBERG, P. LANCASTER, AND L. RODMAN, On Hermitian solutions of the symmetric algebraic Riccati equation, SIAM J. Control Optim., 24 (1986), pp. 1323-1334.
    • (1986) SIAM J. Control Optim. , vol.24 , pp. 1323-1334
    • Gohberg, I.1    Lancaster, P.2    Rodman, L.3
  • 6
    • 0032364897 scopus 로고    scopus 로고
    • Analysis and modification of Newton's method for algebraic Riccati equations
    • C.-H. GUO AND P. LANCASTER, Analysis and modification of Newton's method for algebraic Riccati equations, Math. Comp., 67 (1998), pp. 1089-1105.
    • (1998) Math. Comp. , vol.67 , pp. 1089-1105
    • Guo, C.-H.1    Lancaster, P.2
  • 7
    • 0025207425 scopus 로고
    • Error bounds for Newton refinement of solutions to algebraic Riccati equations
    • C. KENNEY, A. J. LAUB, AND M. WETTE, Error bounds for Newton refinement of solutions to algebraic Riccati equations, Math. Control Signals Systems, 3 (1990), pp. 211-224.
    • (1990) Math. Control Signals Systems , vol.3 , pp. 211-224
    • Kenney, C.1    Laub, A.J.2    Wette, M.3
  • 8
    • 84914965022 scopus 로고
    • On an iterative technique for Riccati equation computations
    • D. L. KLEINMAN, On an iterative technique for Riccati equation computations, IEEE Trans. Automat. Control, 13 (1968), pp. 114-115
    • (1968) IEEE Trans. Automat. Control , vol.13 , pp. 114-115
    • Kleinman, D.L.1
  • 11
    • 0002467383 scopus 로고
    • The autonomous linear quadratic control problem
    • Springer-Verlag, Berlin
    • V. L. MEHRMANN, The Autonomous Linear Quadratic Control Problem, Lecture Notes in Control and Inform. Sci. 163, Springer-Verlag, Berlin, 1991.
    • (1991) Lecture Notes in Control and Inform. Sci. , vol.163
    • Mehrmann, V.L.1
  • 12
    • 0001599876 scopus 로고
    • An efficient Schur method to solve the stabilizing problem
    • V. SIMA, An efficient Schur method to solve the stabilizing problem, IEEE Trans. Automat. Control, 26 (1981), pp. 724-725.
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    • Sima, V.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.