Second order convergence algorithms for the steady-state Riccati equation

Brian Anderson

doi:10.1109/CDC.1977.271705

Second order convergence algorithms for the steady-state Riccati equation

Research output: Contribution to conference › Paper › peer-review

Abstract

Iterative algorithms with second-order convergence properties are studied for finding the limiting solution of the steady state Riccati equation of linear quadratic control. It is shown that known algorithms fit into one of two broad classes. Various connections are described between known algorithms.

Original language	English
Pages	948-953
Number of pages	6
DOIs	https://doi.org/10.1109/CDC.1977.271705
Publication status	Published - 1977
Externally published	Yes
Event	16th IEEE Conference on Decision and Control - New Orleans, United States Duration: 7 Dec 1977 → 9 Dec 1977

Conference

Conference	16th IEEE Conference on Decision and Control
Abbreviated title	16th IEEE Conf. on Decision and Control
Country/Territory	United States
City	New Orleans
Period	7/12/77 → 9/12/77

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10.1109/CDC.1977.271705

Cite this

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title = "Second order convergence algorithms for the steady-state Riccati equation",

abstract = "Iterative algorithms with second-order convergence properties are studied for finding the limiting solution of the steady state Riccati equation of linear quadratic control. It is shown that known algorithms fit into one of two broad classes. Various connections are described between known algorithms.",

author = "Brian Anderson",

year = "1977",

doi = "10.1109/CDC.1977.271705",

language = "English",

pages = "948--953",

note = "16th IEEE Conference on Decision and Control, 16th IEEE Conf. on Decision and Control ; Conference date: 07-12-1977 Through 09-12-1977",

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T1 - Second order convergence algorithms for the steady-state Riccati equation

AU - Anderson, Brian

PY - 1977

Y1 - 1977

N2 - Iterative algorithms with second-order convergence properties are studied for finding the limiting solution of the steady state Riccati equation of linear quadratic control. It is shown that known algorithms fit into one of two broad classes. Various connections are described between known algorithms.

AB - Iterative algorithms with second-order convergence properties are studied for finding the limiting solution of the steady state Riccati equation of linear quadratic control. It is shown that known algorithms fit into one of two broad classes. Various connections are described between known algorithms.

U2 - 10.1109/CDC.1977.271705

DO - 10.1109/CDC.1977.271705

M3 - Paper

SP - 948

EP - 953

T2 - 16th IEEE Conference on Decision and Control

Y2 - 7 December 1977 through 9 December 1977

ER -

Second order convergence algorithms for the steady-state Riccati equation

Abstract

Conference

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Cite this