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    An Exact Line Search method for solving generalized continuous-time algebraic Riccati equations

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    Issue Date
    1998-01
    Author
    Benner, Peter
    Byers, Ralph
    Publisher
    IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
    Type
    Article
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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.
    Description
    ©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.
    URI
    http://hdl.handle.net/1808/1301
    Collections
    • Mathematics Scholarly Works [262]
    Citation
    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

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    Contact KU ScholarWorks
    785-864-8983
    KU Libraries
    1425 Jayhawk Blvd
    Lawrence, KS 66045
    785-864-8983

    KU Libraries
    1425 Jayhawk Blvd
    Lawrence, KS 66045
    Image Credits
     

     

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