Continuation Methods for Solving Modified Discrete-Time Algebraic Riccati Equations

Wen Wei Lin, Chem Shuh Wang, Chuan Hsiang Han

Research output: Contribution to journalArticle

Abstract

It is well known that the continuation methods have been successfully applied to solve polynomial systems and fixed point problems, etc. In this paper, we consider a discrete-time algebraic Riccati equation with an admissible, low rank, and symmetric perturbation. Our attention will be directed primarily to this modified discrete-time algebraic Riccati equation and the numerical method for its solution based on proceeding along the continuation path.

Original languageEnglish
Pages (from-to)920-924
Number of pages5
JournalIEEE Transactions on Automatic Control
Volume40
Issue number5
DOIs
Publication statusPublished - 1995 May

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All Science Journal Classification (ASJC) codes

  • Control and Systems Engineering
  • Computer Science Applications
  • Electrical and Electronic Engineering

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