DocumentCode
1300597
Title
An exact line search method for solving generalized continuous-time algebraic Riccati equations
Author
Benner, Peter ; Byers, Ralph
Author_Institution
Kansas Univ., Lawrence, KS, USA
Volume
43
Issue
1
fYear
1998
fDate
1/1/1998 12:00:00 AM
Firstpage
101
Lastpage
107
Abstract
We present a Newton-like method for solving algebraic Riccati equations that uses an exact line search to improve the sometimes erratic convergence behavior of Newton´s method. It avoids the problem of a disastrously large first step and accelerates convergence when Newton steps are too small or too long. The additional work to perform the line search is small relative to the work needed to calculate the Newton step
Keywords
Newton method; Riccati equations; algebra; convergence of numerical methods; search problems; Newton-like method; convergence behavior; exact line search method; generalized continuous-time algebraic Riccati equations; Acceleration; Convergence of numerical methods; Eigenvalues and eigenfunctions; Floating-point arithmetic; Indexing; Nonlinear equations; Nonlinear systems; Riccati equations; Search methods; Symmetric matrices;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/9.654908
Filename
654908
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