Title :
Iterative solution of the Riccati equation
Author_Institution :
University of Salford, Salford, England
fDate :
4/1/1972 12:00:00 AM
Abstract :
A new convergence proof of an iterative method for the steady solution of the Riccati equation is presented and its geometric nature and close resemblance to the Newton method are emphasized. Uniqueness, rate of convergence and initialization of the iterative process are discussed.
Keywords :
Algebraic Riccati equation (ARE); Riccati equations, algebraic; Circuit theory; Costs; Design methodology; Iterative methods; Linear approximation; Minimax techniques; Newton method; Nonlinear equations; Riccati equations; Symmetric matrices;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1972.1099945
