ACADSTAFF UGM
| Title | : | Newton Modification For Solving Discrete Algebraic Riccati Equation |
| Author | : |
ZANI ANJANI R HSM (1) Prof. Dr. Salmah, M.Si. (2) Dr.rer.nat. Ari Suparwanto, M.Si. (3) |
| Date | : | 9 2017 |
| Keyword | : | discrete algebraic Riccati equatin,Exact Line search,double Newton step,maximal symmetric solution discrete algebraic Riccati equatin,Exact Line search,double Newton step,maximal symmetric solution |
| Abstract | : | In this paper we consider an algebraic Riccati equation arising from discrete linear quadratic optimal control problem. We discuss to solve the discrete algebraic Riccati equation using modification of Newton’s method. This modification consists of Exact Line search and Double Newton step. This method is applied to find the maximal symmetric solution of a discrete algebraic Riccati equation. This modification produces fewer iteration than Newton’s method and Exact Line search method. In the end of our discussion, we give combine numerical example. |
| Group of Knowledge | : | |
| Level | : | Internasional |
| Status | : |
Published
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Newton Modification For Solving Discrete Algebraic.pdf
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