Homotopy method for solving algebraic Riccati equations

• DOI: 10.1049/ip-d.1989.0010
• Publication Date: 2010-06-09T18:05:55Z
• Authors: S.-S. Wang; C.-T. Pan
• Keywords: Algebraic Riccati equation; Algebraic equation; Homotopy Analysis Method

In the paper, a new method is presented for solving algebraic Riccati equations. The proposed possesses an almost globally convergent characteristic and, hence, very suitable finding equation solution of ill conditioned control system. simple and easy to implement. Some typical numerical examples are also given illustration.