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Initializing Newton's method for discrete-time algebraic Riccati equations using the butterfly SZ algorithm

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2 Author(s)
Fassbender, H. ; Zentrum fur Technomath., Bremen Univ., Germany ; Benner, P.

The numerical solution of discrete-time algebraic Riccati equations is discussed. We propose to compute an approximate solution of the discrete-time algebraic Riccati equation by the (butterfly) SZ algorithm. This solution is then refined by a defect correction method based on Newton's method. The resulting method is very efficient and produces highly accurate results

Published in:

Computer Aided Control System Design, 1999. Proceedings of the 1999 IEEE International Symposium on

Date of Conference:

1999

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