Title :
Numerical solution of the algebraic matrix Riccati equation
Author_Institution :
Bell Laboratories
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;
Conference_Titel :
Decision and Control including the 12th Symposium on Adaptive Processes, 1973 IEEE Conference on
Conference_Location :
San Diego, CA, USA
DOI :
10.1109/CDC.1973.269223
