Second-order convergent algorithms for the steady-state Riccati equation†

DOI10.1080/00207177808922455zbMath0385.49017OpenAlexW4230055331WikidataQ126244843 ScholiaQ126244843MaRDI QIDQ4165834

Brian D. O. Anderson

Publication date: 1978

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207177808922455

Mathematics Subject Classification ID

Newton-type methods (49M15) Linear systems in control theory (93C05) Existence theories for optimal control problems involving ordinary differential equations (49J15)

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Cites Work

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• Linear multivariable systems
• Scattering theory and linear least squares estimation. II: Discrete-time problems
• Stability of matrix polynomials†
• On Newton's method for Riccati equation solution
• Factorization of the Covariance Generating Function of a Pure Moving Average Process
• The Factorization of Matricial Spectral Densities
• The numerical solution of the matrix Riccati differential equation

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