Title :
An iterative method of solution of the algebraic Riccati equation
Author :
Meyer, Gerard G L ; Payne, Harold J.
Author_Institution :
University of Southern California, Los Angeles, CA, USA
fDate :
8/1/1972 12:00:00 AM
Abstract :
Existing methods for solving the algebraic Riccati equation are not well suited for large order systems. The computational time is prohibitive and the propagation of errors is unchecked. In this note a parametrized relaxation method is proposed and numerical results for a system of order 34 are given.
Keywords :
Algebraic Riccati equation (ARE); Riccati equations, algebraic; Automatic control; Control systems; Delay effects; Iterative methods; Large-scale systems; Linear systems; Relaxation methods; Riccati equations; Symmetric matrices;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1972.1100059
