Title :
A SLICOT Implementation of a Modified Newton´s Method for Algebraic Riccati Equations
Author :
Sima, Vasile ; Benner, Peter
Author_Institution :
Nat. Inst. for Res. & Dev. in Informatics, Bucharest
Abstract :
Improved implemented algorithms for solving algebraic Riccati equations using Newton´s method with line search are discussed. The numerical results illustrate the advantages of using such algorithms.
Keywords :
Newton method; Riccati equations; continuous time systems; control system synthesis; discrete time systems; linear systems; search problems; SLICOT implementation; algebraic Riccati equation; line search method; modified Newton method; subroutine library in control theory; Control system synthesis; Filtering; Newton method; Nonlinear filters; Polynomials; Reduced order systems; Regulators; Riccati equations; Symmetric matrices;
Conference_Titel :
Control and Automation, 2006. MED '06. 14th Mediterranean Conference on
Conference_Location :
Ancona
Print_ISBN :
0-9786720-1-1
Electronic_ISBN :
0-9786720-0-3
DOI :
10.1109/MED.2006.328740
