Modified Newton's algorithm for the Riccati equation
Modified Newton's algorithm for the Riccati equation
- Author(s): K.V.M. Fernando and H. Nicholson
- DOI: 10.1049/el:19780387
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- Author(s): K.V.M. Fernando 1 and H. Nicholson 1
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View affiliations
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Affiliations:
1: Department of Control Engineering, University of Sheffield, Sheffield, UK
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Affiliations:
1: Department of Control Engineering, University of Sheffield, Sheffield, UK
- Source:
Volume 14, Issue 18,
31 August 1978,
p.
576 – 578
DOI: 10.1049/el:19780387 , Print ISSN 0013-5194, Online ISSN 1350-911X
A solution is proposed for the ‘inverse’ or ‘dual’ Riccati equation using a modified Newton's algorithm, thus avoiding initialisation for most problems.
Inspec keywords: control system analysis computing; matrix algebra; iterative methods
Other keywords:
Subjects: Numerical analysis; Linear algebra (numerical analysis); Control system analysis and synthesis methods; Linear algebra (numerical analysis); Control engineering computing
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