Computing the positive stabilizing solution to algebraic Riccati equations with an indefinite quadratic term via a recursive method

IEEE Transactions on Automatic Control

Volumn 53, Issue 10, 2008, Pages 2280-2291

  Lanzon, Alexander ^a   Feng, Yantao ^b,c   Anderson, Brian D O ^b,d   Rotkowitz, Michael ^d  

^a UNIVERSITY OF MANCHESTER   (United Kingdom)

^b AUSTRALIAN NATIONAL UNIVERSITY   (Australia)

^c CSIRO   (Australia)

^d UNIVERSITY OF MELBOURNE   (Australia)

Author keywords

Algebraic Riccati equation (ARE); H Riccati equations; Indefinite quadratic term; Iterative algorithms

Indexed keywords

ALGORITHMS; DIFFERENTIAL EQUATIONS; GAME THEORY; ITERATIVE METHODS; NUMERICAL METHODS;

ALGEBRAIC RICCATI EQUATION (ARE); ALGEBRAIC RICCATI EQUATIONS; GLOBAL CONVERGENCES; INDEFINITE QUADRATIC TERM; INVARIANT SUBSPACES; ITERATIVE ALGORITHMS; NUMERICAL EXAMPLES; QUADRATIC RATES; RECURSIVE METHODS; STABILIZING SOLUTIONS;

RICCATI EQUATIONS;

EID: 56549098855     PISSN: 00189286     EISSN: None     Source Type: Journal    
DOI: 10.1109/TAC.2008.2006108     Document Type: Article

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