Title :
Modified Newton´s algorithm for the Riccati equation
Author :
Fernando, K.V.M. ; Nicholson, H.
Author_Institution :
University of Sheffield, Department of Control Engineering, Sheffield, UK
Abstract :
A solution is proposed for the `inverse¿ or `dual¿ Riccati equation using a modified Newton´s algorithm, thus avoiding initialisation for most problems.
Keywords :
control system analysis computing; iterative methods; matrix algebra; Riccati equation; modified Newton´s algorithm;
Journal_Title :
Electronics Letters
DOI :
10.1049/el:19780387
