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On the square-root method for continuous-time algebraic Riccati equations

Published online by Cambridge University Press:  17 February 2009

Linzhang Lu  and
C. E. M. Pearce
Linzhang Lu
Affiliation:
Mathematics Department, Xiamen University, Fujian, P. R., China
C. E. M. Pearce
Affiliation:
Applied Mathematics Department, Adelaide University, Adelaide SA 5005, Australia
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Abstract

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We give a simple and transparent proof for the square-root method of solving the continuous-time algebraic Riccati equation. We examine some benefits of combining the square-root method with other solution methods. The iterative square-root method is also discussed. Finally, paradigm numerical examples are given to compare the square-root method with the Schur method.

Type
Research Article
Information
The ANZIAM Journal , Volume 40 , Issue 4 , April 1999 , pp. 459 - 468
Copyright
Copyright © Australian Mathematical Society 1999

References

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