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In this paper, we discuss the existence of the positive solution for the coupled algebraic Riccati equation which is usually encountered in control theory. When this equation has a positive… Click to show full abstract
In this paper, we discuss the existence of the positive solution for the coupled algebraic Riccati equation which is usually encountered in control theory. When this equation has a positive solution, Newton’s method is presented to find the minimal positive solution. Furthermore, we show some properties of Newton’s iteration method. Finally, we give corresponding numerical examples to demonstrate the effectiveness of the derived iteration method.
Keywords:
coupled algebraic;
solution coupled;
algebraic riccati;
positive solution;
solution;
equation
Journal Title: Computational and Applied Mathematics
Year Published: 2020
Link to full text (if available)
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Journal Title: Computational and Applied Mathematics
Year Published: 2020
Link to full text (if available)
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recommendations!