Numerical investigation of Newton's method for solving continuous-time algebraic Riccati equations

Abstract

Refined algorithms for solving continuous-time algebraic Riccati equations using Newton's method with or without line search are discussed. Their main properties are briefly presented. Algorithmic details incorporated in the developed solver are described. The results of an extensive performance investigation on a large collection of examples are summarized… (More)
DOI: 10.5220/0005117004040409

Topics

7 Figures and Tables