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On the lack of monotonicity of Newton–Hewer updates for Riccati equations
Automatica ( IF 4.8 ) Pub Date : 2021-07-12 , DOI: 10.1016/j.automatica.2021.109788 Mohammad Akbari 1 , Bahman Gharesifard 1 , Tamas Linder 1
中文翻译:
关于 Riccati 方程的 Newton-Hewer 更新缺乏单调性
更新日期:2021-07-13
Automatica ( IF 4.8 ) Pub Date : 2021-07-12 , DOI: 10.1016/j.automatica.2021.109788 Mohammad Akbari 1 , Bahman Gharesifard 1 , Tamas Linder 1
Affiliation
We provide a set of counterexamples for the monotonicity of the Newton–Hewer method (Hewer, 1971) for solving the discrete-time algebraic Riccati equation in dynamic settings, drawing a contrast with the Riccati difference equation (Caines and Mayne, 1970).
中文翻译:
关于 Riccati 方程的 Newton-Hewer 更新缺乏单调性
我们为求解动态设置中的离散时间代数Riccati 方程的 Newton-Hewer 方法(Hewer,1971)的单调性提供了一组反例,与 Riccati 差分方程(Caines 和 Mayne,1970)形成对比。