Abstract:
We present a Newton-like method for solving algebraic Riccati equations that uses an exact line search to improve the sometimes erratic convergence behavior of Newton's m...Show MoreMetadata
Abstract:
We present a Newton-like method for solving algebraic Riccati equations that uses an exact line search to improve the sometimes erratic convergence behavior of Newton's method. It avoids the problem of a disastrously large first step and accelerates convergence when Newton steps are too small or too long. The additional work to perform the line search is small relative to the work needed to calculate the Newton step.
Published in: IEEE Transactions on Automatic Control ( Volume: 43, Issue: 1, January 1998)
DOI: 10.1109/9.654908