Newton's method for solving cross-coupled sign-indefinite algebraic Riccati equations for weakly coupled large-scale systems (Q2371405)
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scientific article; zbMATH DE number 5169705
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| English | Newton's method for solving cross-coupled sign-indefinite algebraic Riccati equations for weakly coupled large-scale systems |
scientific article; zbMATH DE number 5169705 |
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Newton's method for solving cross-coupled sign-indefinite algebraic Riccati equations for weakly coupled large-scale systems (English)
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4 July 2007
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Newton-Kantorovich theorem
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fixed point algorithm
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alternating direction implicit method
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linear-quadratic differential games
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convergence
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quadratic convergence
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0.8996842
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0.8977122
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0.8925718
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0.88839054
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0.8866756
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0.88453317
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0.8793577
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0.8792393
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