An exact line search method for solving generalized continuous-time algebraic Riccati equations
نویسندگان
چکیده
منابع مشابه
Solving algebraic Riccati equations on parallel computers using Newton's method with exact line search
We investigate the numerical solution of continuous-time algebraic Riccati equations via Newton's method on serial and parallel computers with distributed memory. We apply and extend the available theory for Newton's method endowed with exact line search to accelerate convergence. We also discuss a new stopping criterion based on recent observations regarding condition and error estimates. In e...
متن کاملNewton's Method with Exact Line Search for Solving the Algebraic Riccati Equation
This paper studies Newton's method for solving the algebraic Riccati equation combined with an exact line search. Based on these considerations we present a Newton{like method for solving algebraic Riccati equations. This method can improve the sometimes erratic convergence behavior of Newton's method.
متن کاملSolving large-scale continuous-time algebraic Riccati equations by doubling
We consider the solution of large-scale algebraic Riccati equations with numerically lowranked solutions. For the discrete-time case, the structure-preserving doubling algorithm has been adapted, with the iterates for A not explicitly computed but in the recursive form Ak = A 2 k−1 −D (1) k S −1 k [D (2) k ] >, with D (1) k and D (2) k being low-ranked and S −1 k being small in dimension. For t...
متن کاملOn a Newton-Like Method for Solving Algebraic Riccati Equations
An exact line search method has been introduced by Benner and Byers [IEEE Trans. Autom. Control, 43 (1998), pp. 101–107] for solving continuous algebraic Riccati equations. The method is a modification of Newton’s method. A convergence theory is established in that paper for the Newton-like method under the strong hypothesis of controllability, while the original Newton’s method needs only the ...
متن کاملAnalytical and Verified Numerical Results Concerning Interval Continuous-time Algebraic Riccati Equations
This paper focuses on studying the interval continuous-time algebraic Riccati equation A∗X + XA + Q − XGX = 0, both from the theoretical aspects and the computational ones. In theoretical parts, we show that Shary’s results for interval linear systems can only be partially generalized to this interval Riccati matrix equation. We then derive an efficient technique for enclosing the united stable...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: IEEE Transactions on Automatic Control
سال: 1998
ISSN: 0018-9286
DOI: 10.1109/9.654908