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An Exact Line Search method for solving generalized continuous-time algebraic Riccati equations
Benner, Peter Byers, Ralph
Benner, Peter
Byers, Ralph
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Abstract
We present a Newton-like method for solving algebraic Riccati equations that uses Exact Line Search to improve the sometimes erratic convergence behavior of Newton's method. It avoids the problem of a disastrously large first step and accelerates convergence when Newton steps are too small or too long, The additional work to perform the Line search is small relative to the work needed to calculate the Newton step.
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©1998 IEEE. Personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution to servers or lists, or to reuse any copyrighted component of this work in other works must be obtained from the IEEE.
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1998-01
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IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
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00654908.pdf
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Benner, P; Byers, R. An Exact Line Search method for solving generalized continuous-time algebraic Riccati equations. IEEE TRANSACTIONS ON AUTOMATIC CONTROL. January 1998. 43(1) : 101-107