A new preconditioning method for the matrix Riccati equation

A novel scaling method for preconditioning the classical matrix algebraic Riccati equation (ARE) is presented. The method is based on the assignment of predetermined values to the coefficients and the unknown matrices of the ARE. The proposed framework is independent of any numerical method and therefore its use is general. An Implementation of the method through the Newton algorithm is shown with a benchmark numerical example from the literature and comparisons with other existing methods are presented.