On the convergence of inexact Newton methods for discrete-time algebraic Riccati equations

Linear Algebra and its Applications ◽

10.1016/j.laa.2013.05.033 ◽

2013 ◽

Vol 439 (7) ◽

pp. 2057-2069 ◽

Author(s):

Abderrahman Bouhamidi ◽

Khalide Jbilou

Keyword(s):

Discrete Time ◽

Riccati Equations ◽

Newton Methods ◽

Inexact Newton Methods ◽

Algebraic Riccati Equations

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On inexact Newton methods based on doubling iteration scheme for symmetric algebraic Riccati equations

Journal of Computational and Applied Mathematics ◽

10.1016/j.cam.2013.09.074 ◽

2014 ◽

Vol 260 ◽

pp. 364-374 ◽

Author(s):

Xiang Wang ◽

Wen-Wei Li ◽

Lin Dai

Keyword(s):

Riccati Equations ◽

Iteration Scheme ◽

Newton Methods ◽

Inexact Newton Methods ◽

Algebraic Riccati Equations

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On inexact Newton methods based on doubling iteration scheme for non-symmetric algebraic Riccati equations

Numerical Linear Algebra with Applications ◽

10.1002/nla.727 ◽

2011 ◽

Vol 18 (3) ◽

pp. 325-341 ◽

Author(s):

Yong-Hua Gao ◽

Zhong-Zhi Bai

Keyword(s):

Riccati Equations ◽

Iteration Scheme ◽

Newton Methods ◽

Inexact Newton Methods ◽

Algebraic Riccati Equations

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Initializing Newton's method for discrete-time algebraic Riccati equations using the butterfly SZ algorithm

Proceedings of the 1999 IEEE International Symposium on Computer Aided Control System Design (Cat. No.99TH8404) ◽

10.1109/cacsd.1999.808626 ◽

2003 ◽

Author(s):

H. Fassbender ◽

P. Benner

Keyword(s):

Discrete Time ◽

Newton’S Method ◽

Newton's Method ◽

Riccati Equations ◽

Algebraic Riccati Equations

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How to Decompose Semi-definite Discrete-Time Algebraic Riccati Equations

European Journal of Control ◽

10.1016/s0947-3580(99)70159-7 ◽

1999 ◽

Vol 5 (2-4) ◽

pp. 245-258 ◽

Author(s):

A. Hansson ◽

P. Hagander

Keyword(s):

Discrete Time ◽

Riccati Equations ◽

Algebraic Riccati Equations

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Maximal mean square strong solution for discrete time coupled algebraic Riccati equations

Proceedings of 1994 33rd IEEE Conference on Decision and Control ◽

10.1109/cdc.1994.410880 ◽

2002 ◽

Author(s):

O.L.V. Costa

Keyword(s):

Strong Solution ◽

Discrete Time ◽

Riccati Equations ◽

Mean Square ◽

Algebraic Riccati Equations ◽

Coupled Algebraic Riccati Equations

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Structure-Preserving Algorithms for Periodic Discrete-Time Algebraic Riccati Equations

International Journal of Control ◽

10.1080/00207170410001714988 ◽

2004 ◽

Vol 77 (8) ◽

pp. 767-788 ◽

Author(s):

E. K.-W. Chu ◽

H.-Y. Fan ◽

W.-W. Lin ◽

C.-S. Wang

Keyword(s):

Discrete Time ◽

Riccati Equations ◽

Structure Preserving ◽

Algebraic Riccati Equations

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Mean-square stabilizing solutions for discrete-time coupled algebraic Riccati equations

IEEE Transactions on Automatic Control ◽

10.1109/9.489282 ◽

1996 ◽

Vol 41 (4) ◽

pp. 593-598 ◽

Author(s):

O.L.V. Costa

Keyword(s):

Discrete Time ◽

Riccati Equations ◽

Mean Square ◽

Algebraic Riccati Equations ◽

Coupled Algebraic Riccati Equations

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Fast verified computation for stabilizing solutions of discrete-time algebraic Riccati equations

Journal of Computational and Applied Mathematics ◽

10.1016/j.cam.2017.01.025 ◽

2017 ◽

Vol 319 ◽

pp. 352-364 ◽

Author(s):

Shinya Miyajima

Keyword(s):

Discrete Time ◽

Riccati Equations ◽

Algebraic Riccati Equations ◽

Verified Computation

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Numerical Investigation of Newton’s Method for Solving Discrete-time Algebraic Riccati Equations

Proceedings of the 15th International Conference on Informatics in Control, Automation and Robotics ◽

10.5220/0006860600760085 ◽

2018 ◽

Author(s):

Vasile Sima ◽

Peter Benner

Keyword(s):

Numerical Investigation ◽

Discrete Time ◽

Newton’S Method ◽

Newton's Method ◽

Riccati Equations ◽

Algebraic Riccati Equations

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A generalized structure-preserving doubling algorithm for generalized discrete-time algebraic Riccati equations

International Journal of Control ◽

10.1080/00207170500155827 ◽

2005 ◽

Vol 78 (14) ◽

pp. 1063-1075 ◽

Author(s):

T.-M. Hwang * ◽

E. K.-W. Chu ◽

W.-W. Lin

Keyword(s):

Discrete Time ◽

Riccati Equations ◽

Structure Preserving ◽

Algebraic Riccati Equations

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