Initializing Newton's Method for Discrete-time Algebraic Riccati Equations Using the Butterry Sz Algorithm
نویسنده
چکیده
The numerical solution of discrete-time algebraic Ric-cati equations is discussed. We propose to compute an approximate solution of the discrete-time algebraic Riccati equation by the (butterry) SZ algorithm. This solution is then reened by a defect correction method based on Newton's method. The resulting method is very eecient and produces highly accurate results.
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تاریخ انتشار 1999