• DocumentCode
    3080400
  • Title

    Homotopy methods for the solution of general modified algebraic Riccati equations

  • Author

    Richter, Stephen ; Hodel, A Scottedward

  • Author_Institution
    Harris Corp., Melbourne, FL, USA
  • fYear
    1990
  • fDate
    5-7 Dec 1990
  • Firstpage
    971
  • Abstract
    A homotopy algorithm for the solution of general modified algebraic Riccati equations is presented. A continuous homotopy approach with discrete corrections at each homotopy step is used. The algorithm requires solution of several perturbed Lyapunov equations during each iteration; the rapid solution of sets of perturbed Lyapunov equations is discussed
  • Keywords
    Lyapunov methods; iterative methods; matrix algebra; discrete corrections; general modified algebraic Riccati equations; homotopy approach; iteration; perturbed Lyapunov equations; Control systems; Differential algebraic equations; Estimation theory; Frequency dependence; Game theory; Government; Linearity; Optimal control; Riccati equations; Uncertainty;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 1990., Proceedings of the 29th IEEE Conference on
  • Conference_Location
    Honolulu, HI
  • Type

    conf

  • DOI
    10.1109/CDC.1990.203736
  • Filename
    203736
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3080400