On the lack of monotonicity of Newton-Hewer updates for Riccati equations
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Publication:2665637
Abstract: We provide a set of counterexamples for the monotonicity of the Newton-Hewer method for solving the discrete-time algebraic Riccati equation in dynamic settings, drawing a contrast with the Riccati difference equation.
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Cites work
- scientific article; zbMATH DE number 53439 (Why is no real title available?)
- scientific article; zbMATH DE number 802915 (Why is no real title available?)
- Generalized Riccati difference and differential equations
- On stabilizing properties of solutions of the Riccati difference equation
- On the Time-Varying Riccati Difference Equation of Optimal Filtering
- On the discrete time matrix Riccati equation of optimal control†
- Robust stabilizing solution of the Riccati difference equation
- Semidefinite programming duality and linear time-invariant systems
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