Root / Conference Proceedings / 6th International Conference on Physics and Control (PhysCon 2013) / Solving Discrete-time Algebraic Riccati Equations Using Modified Newton's Method
Solving Discrete-time Algebraic Riccati Equations Using Modified Newton's Method
Vasile Sima
Improved algorithms for solving discrete-time algebraic Riccati equations using Newton's method with or without line search are described. The numerical results illustrate the advantages such algorithms offer, especially for improving the solutions computed by other solvers.
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