Continuation Methods for Solving Modified Discrete-Time Algebraic Riccati Equations

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

doi:10.1109/9.384231

Continuation Methods for Solving Modified Discrete-Time Algebraic Riccati Equations

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

Department of Applied Mathematics

Research output: Contribution to journal › Article › peer-review

1 Scopus citations

Abstract

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 language	English
Pages (from-to)	920-924
Number of pages	5
Journal	IEEE Transactions on Automatic Control
Volume	40
Issue number	5
DOIs	https://doi.org/10.1109/9.384231
State	Published - 1 Jan 1995

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title = "Continuation Methods for Solving Modified Discrete-Time Algebraic Riccati Equations",

abstract = "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.",

author = "Wen-Wei Lin and Wang, {Chem Shuh} and Han, {Chuan Hsiang}",

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