Title :
Quasi-Newton Methods for Solving Algebraic Riccati Equations
Author_Institution :
Dept. of Mechanical Engineering, University of California, Berkeley, CA 94720; Integrated Systems, Inc., Santa Clara, CA 95054
Abstract :
Variants of Newton´s method for solving an algebraic Riccati equation are presented with the aim of developing efficient and parallel algorithms. Sufficient conditions for the convergence of these algorithms are given.
Keywords :
Convergence; Iterative methods; Large-scale systems; Matrix decomposition; Mechanical engineering; Newton method; Parallel algorithms; Riccati equations; Sufficient conditions; Symmetric matrices;
Conference_Titel :
American Control Conference, 1992
Conference_Location :
Chicago, IL, USA
Print_ISBN :
0-7803-0210-9
