An alternative to the D-K iteration?

The D-K iteration is probably the most effective algorithm currently available to solve scaled /spl Hscr//sub /spl infin// control problems. However, this algorithm gives only a local solution which may not be global. The objective of this paper is to propose an alternative algorithm, the L-R iteration; to compute local solutions. Simple numerical examples illustrate that there are some cases where the L-R iteration performs better than the D-K iteration, and vice versa.