Convergence analysis of Newton method without inversion for solving discrete algebraic Riccati equations

被引：0

作者：

Erfanifar, Raziyeh ^{[1
]}

Sayevand, Khosro ^{[1
]}

Hajarian, Masoud ^{[2
]}

机构：

[1] Faculty of Mathematics and Statistics, Malayer University, Malayer, Iran

[2] Department of Applied Mathematics, Faculty of Mathematical Sciences, Shahid Beheshti University, Tehran, Iran

来源：

Journal of the Franklin Institute | 2022年 / 359卷 / 14期

关键词：

Condition - Convergence analysis - Discrete algebraic Riccati equation - Newton's methods - Positive definite solution;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

In this paper, we first introduce the necessary and sufficient conditions for the existence of the solution of discrete algebraic Riccati equation. Then we propose the Newton method without inversion to find the solution of the discrete algebraic Riccati equation. We show that the proposed method converges to a positive definite solution of the discrete algebraic Riccati equation. Finally, the accuracy and effectiveness of the proposed method in compare to some existing algorithms are demonstrated by various numerical examples. © 2022 The Franklin Institute

引用

页码：7540 / 7561

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