Numerical solution of special algebraic Riccati equations via an exact line search method

@article{Benner1997NumericalSO,
title={Numerical solution of special algebraic Riccati equations via an exact line search method},
author={Peter Benner},
journal={1997 European Control Conference (ECC)},
year={1997},
pages={3136-3141}
}

Published 1997 in 1997 European Control Conference (ECC)

We study the numerical solution of a class of algebraic Riccati equations arising in spectral factorization and H∞ optimal control problems. This type of matrix Riccati equations differs from the standard type usually considered in linear-quadratic regulator problems in that both the quadratic and constant term are positive semidefinite. We show that the exact line search method derived for the standard "continuous-time" algebraic Riccati equation can be applied to this type of equation as well… CONTINUE READING