DocumentCode
3004341
Title
Numerical solution of the algebraic matrix Riccati equation
Author
Man, F.T.
Author_Institution
Bell Laboratories
fYear
1973
fDate
5-7 Dec. 1973
Firstpage
549
Lastpage
553
Abstract
In this paper, a comprehensive look is taken at the Newton-Raphson method of solving the algebraic matrix Riccati equation. Its important numerical properties and computational requirements are also discussed.
Keywords
Convergence; Differential algebraic equations; Differential equations; Eigenvalues and eigenfunctions; Iterative algorithms; Jacobian matrices; Minimization methods; Newton method; Riccati equations; Symmetric matrices;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control including the 12th Symposium on Adaptive Processes, 1973 IEEE Conference on
Conference_Location
San Diego, CA, USA
Type
conf
DOI
10.1109/CDC.1973.269223
Filename
4045136
Link To Document