On Newton's method for Riccati equation solution

DOI10.1109/TAC.1974.1100536zbMath0278.65096OpenAlexW2147058026MaRDI QIDQ4404363

Nils R. jun. Sandell

Publication date: 1974

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.1974.1100536

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Numerical methods for ordinary differential equations (65L99)

Related Items (11)

Inexact Newton's method with inner implicit preconditioning for algebraic Riccati equations ⋮ A stability-enhancing scaling procedure for Schur-Riccati solvers ⋮ A low-rank solution method for Riccati equations with indefinite quadratic terms ⋮ The Kalman-Bucy method of optimal filtering and its generalizations ⋮ On the convergence of the accelerated Riccati iteration method ⋮ A structure-preserving doubling algorithm for continuous-time algebraic Riccati equations ⋮ Second-order convergent algorithms for the steady-state Riccati equation† ⋮ Approximate solutions to the time-invariant Hamilton-Jacobi-Bellman equation ⋮ Error bounds for Newton refinement of solutions to algebraic Riccati equations ⋮ Eigensystem assignment by feedback control ⋮ KRYLOV SUBSPACE METHODS OF HESSENBERG BASED FOR ALGEBRAIC RICCATI EQUATION

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