Title :
Second-order convergent algorithms for the steady-state Riccati equation
Author :
Anderson, B.D.O.
Author_Institution :
University of Newcastle, New South Wales, Australia
Abstract :
Iterative algorithms with second-order convergence properties are studied for finding the limiting solution of the steady state Riccati equation of linear quadratic control. It is shown that known algorithms fit into one of two broad classes. Various connections are described between known algorithms.
Keywords :
Australia; Building materials; Concrete; Performance analysis; Riccati equations; Steady-state;
Conference_Titel :
Decision and Control including the 16th Symposium on Adaptive Processes and A Special Symposium on Fuzzy Set Theory and Applications, 1977 IEEE Conference on
Conference_Location :
New Orleans, LA, USA
DOI :
10.1109/CDC.1977.271705
