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

79 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

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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.",

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year = "1978",

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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.

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DO - 10.1080/00207177808922455

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JO - International Journal of Control

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

Abstract

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