An iterative method of solution of the algebraic Riccati equation

DOI10.1109/TAC.1972.1100059zbMath0261.93003OpenAlexW2005060213MaRDI QIDQ5677329

Gerard G. L. Meyer, H. J. Payne

Publication date: 1972

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.1972.1100059

Mathematics Subject Classification ID

Large-scale systems (93A15) Numerical methods in optimal control (49M99)

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The Kalman-Bucy method of optimal filtering and its generalizations ⋮ An iterative computational scheme for solving the coupled Hamilton-Jacobi-Isaacs equations in nonzero-sum differential games of affine nonlinear systems ⋮ Approximate method for solving a nonstationary matrix Riccati equation ⋮ Block diagonalization and eigenvalues ⋮ Iterative computational approach to the solution of the Hamilton-Jacobi-Bellman-Isaacs equation in nonlinear optimal control ⋮ Unnamed Item

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