• DocumentCode
    809489
  • 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
  • Volume
    17
  • Issue
    4
  • fYear
    1972
  • fDate
    8/1/1972 12:00:00 AM
  • Firstpage
    550
  • Lastpage
    551
  • 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;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1972.1100059
  • Filename
    1100059
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=809489