×

zbMATH — the first resource for mathematics

An exact line search method for solving generalized continuous-time algebraic Riccati equations. (English) Zbl 0908.93026
Newton’s method for solving algebraic Riccati equations is modified in the first iteration by introducing an exact line search. This decreases the numerical effort and accelerates convergence when Newton’s steps are too small or too long.

MSC:
93B40 Computational methods in systems theory (MSC2010)
15A24 Matrix equations and identities
65H05 Numerical computation of solutions to single equations
PDF BibTeX XML Cite
Full Text: DOI