Newton's method for the positive solution of the coupled algebraic Riccati equation applied to automatic control

DOI10.1007/s40314-020-01143-5zbMath1463.65092OpenAlexW3014074189MaRDI QIDQ2310471

Fangfang Luo, Juan Zhang, Jianzhou Liu

Publication date: 6 April 2020

Published in: Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40314-020-01143-5

zbMATH Keywords

Newton's methodpositive solutioncoupled Riccati equation

Mathematics Subject Classification ID

Matrix equations and identities (15A24) Optimal stochastic control (93E20) Numerical methods for matrix equations (65F45)

Related Items (2)

Unique non-negative definite solution of the time-varying algebraic Riccati equations with applications to stabilization of LTV systems ⋮ An iterative algorithm for coupled Riccati equations in continuous-time Markovian jump linear systems

Uses Software

• RADI

Cites Work

• Unnamed Item
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