Title :
An exact line search method for solving generalized continuous-time algebraic Riccati equations
Author :
Benner, Peter ; Byers, Ralph
Author_Institution :
Kansas Univ., Lawrence, KS, USA
fDate :
1/1/1998 12:00:00 AM
Abstract :
We present a Newton-like method for solving algebraic Riccati equations that uses an exact line search to improve the sometimes erratic convergence behavior of Newton´s method. It avoids the problem of a disastrously large first step and accelerates convergence when Newton steps are too small or too long. The additional work to perform the line search is small relative to the work needed to calculate the Newton step
Keywords :
Newton method; Riccati equations; algebra; convergence of numerical methods; search problems; Newton-like method; convergence behavior; exact line search method; generalized continuous-time algebraic Riccati equations; Acceleration; Convergence of numerical methods; Eigenvalues and eigenfunctions; Floating-point arithmetic; Indexing; Nonlinear equations; Nonlinear systems; Riccati equations; Search methods; Symmetric matrices;
Journal_Title :
Automatic Control, IEEE Transactions on
