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.

We describe some new algorithm and heuristics for computing the polynomial and rational solutions of bounded degree of a class of ordinary di erential equations, which includes generalized Riccati equations. As a consequence, our methods can be used for factoring linear ordinary di erential equations. Since they generate systems of algebraic equations in at most n unknowns, where n is the order...

We present an approach to the determination of the stabilizing solution of Lur’e matrix equations. We show that the knowledge of a certain deflating subspace of an even matrix pencil may lead to Lur’e equations which are defined on some subspace, the so-called “projected Lur’e equations.” These projected Lur’e equations are shown to be equivalent to projected Riccati equations, if the deflating...

The paper addresses the LQ control problem for systems with countable Markov jump parameters, and the associated coupled algebraic Riccati equations. The problem is considered in a general optimization setting in which the solution is not required to be stabilizing in any sense. We show that a necessary and sufficient condition for a solution to the control problem to exist is that the Riccati ...

We propose a new idea to construct an effective algorithm to compute the minimal positive solution of the nonsymmetric algebraic Riccati equations arising from transport theory. For a class of these equations, an important feature is that the minimal positive solution can be obtained by computing the minimal positive solution of a couple of fixed-point equations with vector form. Based on the f...

This paper concerns second order sufficient conditions of optimality, involving the Riccati equation, for optimal control problems with periodic boundary conditions. The problems considered involve no pathwise constraints and are ‘regular’, in the sense that the strengthened Legendre-Clebsch condition is assumed to be satisfied. A well-known sufficient condition, which we refer to as the Riccat...

This work addresses the problems of robust exponential stability and stabilization for uncertain linear non-autonomous control systems with discrete and distributed time-varying delays and nonlinear perturbations. Based on the combination of the Riccati differential equation approach and the Lyapunov-Krasovskii functional, new sufficient conditions are derived in terms of the solution of Riccat...

In this paper, the numerical algorithm for solving the state and output feedback H∞-constrained LQG control problem is investigated. Although the equations that have to be solved to design the controller consist of the nonlinear crosscoupled algebraic Riccati equations (CAREs), it is newly proven that both the uniqueness and the positive semidefiniteness of the iterative solutions can be guaran...

In this paper, the computation of the linear closed-loop Stackelberg strategies with small singular perturbation parameter that characterizes singularly perturbed systems (SPS) are studied. The attention is focused on a new numerical algorithm for solving a set of cross-coupled algebraic Lyapunov and Riccati equations (CALRE). It is proven that the new algorithm guarantees the local quadratic c...