J Austral Math Soc Ser B 40 pp459--468, 1998.

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

Linzhang Lu and C. E. M. Pearce

(Received 12 September 1995; revised 2 October 1997)

Abstract

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.

Browse the article

Read the article in your browser. (Print at 75% on A4 paper).

Authors

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

Editor JAMSB(E): editor at anziamj.austms.org.au
WWW Administrator: webmaster at anziamj.austms.org.au

Last Modified: Thu Jan 3 14:13:01 2002