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.
Identifer | oai:union.ndltd.org:DRESDEN/oai:qucosa.de:bsz:ch1-199800775 |
Date | 30 October 1998 |
Creators | Benner, P., Byers, R. |
Contributors | TU Chemnitz, SFB 393 |
Publisher | Universitätsbibliothek Chemnitz |
Source Sets | Hochschulschriftenserver (HSSS) der SLUB Dresden |
Language | English |
Detected Language | English |
Type | doc-type:preprint |
Format | application/pdf, application/postscript, text/plain, application/zip |
Page generated in 0.0015 seconds