Title :
Homotopy methods for the solution of general modified algebraic Riccati equations
Author :
Richter, Stephen ; Hodel, A Scottedward
Author_Institution :
Harris Corp., Melbourne, FL, USA
Abstract :
A homotopy algorithm for the solution of general modified algebraic Riccati equations is presented. A continuous homotopy approach with discrete corrections at each homotopy step is used. The algorithm requires solution of several perturbed Lyapunov equations during each iteration; the rapid solution of sets of perturbed Lyapunov equations is discussed
Keywords :
Lyapunov methods; iterative methods; matrix algebra; discrete corrections; general modified algebraic Riccati equations; homotopy approach; iteration; perturbed Lyapunov equations; Control systems; Differential algebraic equations; Estimation theory; Frequency dependence; Game theory; Government; Linearity; Optimal control; Riccati equations; Uncertainty;
Conference_Titel :
Decision and Control, 1990., Proceedings of the 29th IEEE Conference on
Conference_Location :
Honolulu, HI
DOI :
10.1109/CDC.1990.203736
