DocumentCode
808327
Title
Iterative solution of the Riccati equation
Author
Vit, Karel
Author_Institution
University of Salford, Salford, England
Volume
17
Issue
2
fYear
1972
fDate
4/1/1972 12:00:00 AM
Firstpage
258
Lastpage
259
Abstract
A new convergence proof of an iterative method for the steady solution of the Riccati equation is presented and its geometric nature and close resemblance to the Newton method are emphasized. Uniqueness, rate of convergence and initialization of the iterative process are discussed.
Keywords
Algebraic Riccati equation (ARE); Riccati equations, algebraic; Circuit theory; Costs; Design methodology; Iterative methods; Linear approximation; Minimax techniques; Newton method; Nonlinear equations; Riccati equations; Symmetric matrices;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1972.1099945
Filename
1099945
Link To Document