Title :
On Newton´s method for Riccati equation solution
Author :
Sandell, Nils R., Jr.
Author_Institution :
Massachusetts Institute of Technology, Cambridge, MA
fDate :
6/1/1974 12:00:00 AM
Abstract :
The purpose of this note is to point out that the assumptions of two theorems of Kleinman concerning Newton´s method for the Riccati equation can be weakened.
Keywords :
Algebraic Riccati equation (ARE); Newton´s method; Riccati equations, algebraic; Automatic control; Control systems; Kalman filters; Linear algebra; Newton method; Optimal control; Riccati equations; Stability; Steady-state; Variable speed drives;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1974.1100536
