Second-order convergent algorithms for the steady-state Riccati equation

Brian D.O. Anderson

doi:10.1080/00207177808922455

Second-order convergent algorithms for the steady-state Riccati equation

Brian D.O. Anderson^*

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

77 Citations (Scopus)

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 (from-to)	295-306
Number of pages	12
Journal	International Journal of Control
Volume	28
Issue number	2
DOIs	https://doi.org/10.1080/00207177808922455
Publication status	Published - Aug 1978
Externally published	Yes

Access to Document

10.1080/00207177808922455

Cite this

@article{bd52a23c3ed249d68d6cb61a5f3ec723,

title = "Second-order convergent 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 = "Anderson, {Brian D.O.}",

year = "1978",

month = aug,

doi = "10.1080/00207177808922455",

language = "English",

volume = "28",

pages = "295--306",

journal = "International Journal of Control",

issn = "0020-7179",

publisher = "Taylor and Francis Ltd.",

number = "2",

}

TY - JOUR

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

AU - Anderson, Brian D.O.

PY - 1978/8

Y1 - 1978/8

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.

UR - http://www.scopus.com/inward/record.url?scp=0017997492&partnerID=8YFLogxK

U2 - 10.1080/00207177808922455

DO - 10.1080/00207177808922455

M3 - Article

AN - SCOPUS:0017997492

SN - 0020-7179

VL - 28

SP - 295

EP - 306

JO - International Journal of Control

JF - International Journal of Control

IS - 2

ER -

Second-order convergent algorithms for the steady-state Riccati equation

Abstract

Access to Document

Other files and links

Fingerprint

Cite this