Referenced Items are not available for this document.
We consider the solution of the rational matrix equations, or generalized algebraic Riccati equations with rational terms, arising in stochastic optimal control in continuous- and discrete-time. Fixed-point iteration and (modified) Newton's methods will be considered. In particular, the convergence results of a new modified Newton's method, for both continuous- and discrete-time rational Riccati equations, will be presented.
Published in:
Communications, Computing and Control Applications (CCCA), 2011 International Conference on
Date of Conference: 3-5 March 2011
- Page(s):
- 1 - 6
- Print ISBN:
- 978-1-4244-9795-9
- INSPEC Accession Number:
- 12272826
- Conference Location :
- Hammamet
- Digital Object Identifier :
- 10.1109/CCCA.2011.6031219
- Product Type:
- Conference Publications
About IEEE Xplore | Contact | Help | Terms of Use | Nondiscrimination Policy | Site Map | Privacy & Opting Out of Cookies
A not-for-profit organization, IEEE is the world's largest professional association for the advancement of technology.
© Copyright 2013 IEEE - All rights reserved. Use of this web site signifies your agreement to the terms and conditions.
