Numerical Investigation of Newton’s Method for Solving Discrete-time Algebraic Riccati Equations

DOI10.5220/0006860600660075MaRDI QIDQ6087284

Vasile Sima, Peter Benner

Publication date: 15 November 2023

Published in: Proceedings of the 15th International Conference on Informatics in Control, Automation and Robotics (Search for Journal in Brave)

zbMATH Keywords

optimal controlalgebraic Riccati equationnumerical methodsoptimal estimation

Mathematics Subject Classification ID

Numerical analysis (65-XX)

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Computational Experience with a Modified Newton Solver for Discrete-Time Algebraic Riccati Equations

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