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Author: Vasile Sima

Affiliation: National Institute for Research & Development in Informatics, Romania

ISBN: 978-989-8565-70-9

Keyword(s): Algebraic Riccati Equation, Numerical Methods, Optimal Control, Optimal Estimation.

Related Ontology Subjects/Areas/Topics: Engineering Applications ; Informatics in Control, Automation and Robotics ; Intelligent Control Systems and Optimization ; Optimization Algorithms ; Robotics and Automation ; Signal Processing, Sensors, Systems Modeling and Control

Abstract: Improved algorithms for solving continuous-time algebraic Riccati equations using Newton’s method with or without line search are discussed. The basic theory and Newton’s algorithms are briefly presented. Algorithmic details the developed solvers are based on, the main computational steps (finding the Newton direction, finding the Newton step size), and convergence tests are described. The main results of an extensive performance investigation of the solvers based on Newton’s method are compared with those obtained using the widely-used MATLAB solver. Randomly generated systems with orders till 2000, as well as the systems from a large collection of examples, are considered. The numerical results often show significantly improved accuracy, measured in terms of normalized and relative residuals, and greater efficiency than the MATLAB solver. The results strongly recommend the use of such algorithms, especially for improving the solutions computed by other solvers.

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Paper citation in several formats:
Sima, V. (2013). Computational Experience in Solving Continuous-time Algebraic Riccati Equations using Standard and Modified Newton’s Method.In Proceedings of the 10th International Conference on Informatics in Control, Automation and Robotics - Volume 1: ICINCO, ISBN 978-989-8565-70-9, pages 5-16. DOI: 10.5220/0004482500050016

@conference{icinco13,
author={Vasile Sima.},
title={Computational Experience in Solving Continuous-time Algebraic Riccati Equations using Standard and Modified Newton’s Method},
booktitle={Proceedings of the 10th International Conference on Informatics in Control, Automation and Robotics - Volume 1: ICINCO,},
year={2013},
pages={5-16},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0004482500050016},
isbn={978-989-8565-70-9},
}

TY - CONF

JO - Proceedings of the 10th International Conference on Informatics in Control, Automation and Robotics - Volume 1: ICINCO,
TI - Computational Experience in Solving Continuous-time Algebraic Riccati Equations using Standard and Modified Newton’s Method
SN - 978-989-8565-70-9
AU - Sima, V.
PY - 2013
SP - 5
EP - 16
DO - 10.5220/0004482500050016

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