Modified Newton method for the algebraic matrix riccati equation - Part 2:Numerical examples

Authors
Citation
C. Storey, Modified Newton method for the algebraic matrix riccati equation - Part 2:Numerical examples, HUNG J IND, 26(4), 1998, pp. 309-314
Citations number
7
Categorie Soggetti
Chemical Engineering
Journal title
HUNGARIAN JOURNAL OF INDUSTRIAL CHEMISTRY
ISSN journal
01330276 → ACNP
Volume
26
Issue
4
Year of publication
1998
Pages
309 - 314
Database
ISI
SICI code
0133-0276(1998)26:4<309:MNMFTA>2.0.ZU;2-B
Abstract
In the first part of this paper an algorithm was proposed for solving algeb raic matrix Riccati equations using Newton's method with an infinite series solution of the linear Liapunov equation. Preliminary numerical experience was reported. In this second part more extensive and difficult problems ar e solved and comments are made on the selection of the estimate of the solu tion for starting the Newton iterates.