화학공학소재연구정보센터
Hungarian Journal of Industrial Chemistry, Vol.25, No.4, 305-308, 1997
A modified Newton method for the Matrix Riccati equation
The Matrix Riccati equation has an important role in optimal filtering, optimal control theory and other areas of engineering and mathematics. In this paper the linear (Sylvester and Liapunov) matrix equations, which result when Newton's method is applied to the matrix Riccati equation, are solved using an infinite series method. Preliminary numerical results are presented.