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Newtons method with exact line search for solving the algebraic Riccati equation

This paper studies Newton's method for solving the algebraic Riccati equation combined with an exact line search. Based on these considerations we present a Newton{like method for solving algebraic Riccati equations. This method can improve the sometimes erratic convergence behavior of Newton's method.

Identiferoai:union.ndltd.org:DRESDEN/oai:qucosa:de:qucosa:17450
Date30 October 1998
CreatorsBenner, P., Byers, R.
PublisherTechnische Universität Chemnitz
Source SetsHochschulschriftenserver (HSSS) der SLUB Dresden
LanguageEnglish
Detected LanguageEnglish
Typedoc-type:preprint, info:eu-repo/semantics/preprint, doc-type:Text
Rightsinfo:eu-repo/semantics/openAccess

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