Newton's Method with Exact Line Search for Solving the Algebraic Riccati Equation
نویسنده
چکیده
This paper studies Newton's method for solving the algebraic Riccati equation combined with an exact line search. Based on these considerations we present a Newton{like method for solving algebraic Riccati equations. This method can improve the sometimes erratic convergence behavior of Newton's method.
منابع مشابه
Solving algebraic Riccati equations on parallel computers using Newton's method with exact line search
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