Continuation Methods for Solving Modified Discrete-Time Algebraic Riccati Equations

Wen-Wei Lin, Chem Shuh Wang, Chuan Hsiang Han

Research output: Contribution to journalArticlepeer-review

1 Scopus citations


It is well known that the continuation methods have been successfully applied to solve polynomial systems and fixed point problems, etc. In this paper, we consider a discrete-time algebraic Riccati equation with an admissible, low rank, and symmetric perturbation. Our attention will be directed primarily to this modified discrete-time algebraic Riccati equation and the numerical method for its solution based on proceeding along the continuation path.

Original languageEnglish
Pages (from-to)920-924
Number of pages5
JournalIEEE Transactions on Automatic Control
Issue number5
StatePublished - 1 Jan 1995

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