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An Additional Algorithm for a System of Coupled Algebraic Matrix Riccati Equations

โœ Scribed by Denman, E. D.


Book ID
114605925
Publisher
IEEE
Year
1976
Tongue
English
Weight
504 KB
Volume
C-25
Category
Article
ISSN
0018-9340

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An effective numerical computation of the steadystate Riccati matrix is based on the successive solutions of a Lyapunov equation using Newton's method. The requirements of this algorithm are an initial stabilizing matrix and the numerical solution of the associated Lyapunov equation. Computationally