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

Vasile Sima, Peter Benner

2014

Abstract

Refined algorithms for solving continuous-time algebraic Riccati equations using Newton’s method with or without line search are discussed. Their main properties are briefly presented. Algorithmic details incorporated in the developed solver are described. The results of an extensive performance investigation on a large collection of examples are summarized. Several numerical difficulties and observed unexpected behavior are reported. These algorithms are strongly recommended for improving the solutions computed by other solvers.

Paper Citation

in Harvard Style

Sima V. and Benner P. (2014). Numerical Investigation of Newton’s Method for Solving Continuous-time Algebraic Riccati Equations . In Proceedings of the 11th International Conference on Informatics in Control, Automation and Robotics - Volume 1: ICINCO, ISBN 978-989-758-039-0, pages 404-409. DOI: 10.5220/0005117004040409

in Bibtex Style

@conference{icinco14,
author={Vasile Sima and Peter Benner},
title={Numerical Investigation of Newton’s Method for Solving Continuous-time Algebraic Riccati Equations},
booktitle={Proceedings of the 11th International Conference on Informatics in Control, Automation and Robotics - Volume 1: ICINCO,},
year={2014},
pages={404-409},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0005117004040409},
isbn={978-989-758-039-0},
}

in EndNote Style

TY - CONF
JO - Proceedings of the 11th International Conference on Informatics in Control, Automation and Robotics - Volume 1: ICINCO,
TI - Numerical Investigation of Newton’s Method for Solving Continuous-time Algebraic Riccati Equations
SN - 978-989-758-039-0
AU - Sima V.
AU - Benner P.
PY - 2014
SP - 404
EP - 409
DO - 10.5220/0005117004040409