On a Newton-Like Method for Solving Algebraic Riccati Equations
نویسندگان
چکیده
An exact line search method has been introduced by Benner and Byers [IEEE Trans. Autom. Control, 43 (1998), pp. 101–107] for solving continuous algebraic Riccati equations. The method is a modification of Newton’s method. A convergence theory is established in that paper for the Newton-like method under the strong hypothesis of controllability, while the original Newton’s method needs only the weaker hypothesis of stabilizability for its convergence theory. It is conjectured there that the controllability condition can be weakened to the stabilizability condition. In this note we prove that conjecture.
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عنوان ژورنال:
- SIAM J. Matrix Analysis Applications
دوره 21 شماره
صفحات -
تاریخ انتشار 2000