An iterative algorithm to solve algebraic riccati equations with an indefinite quadratic term
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Lanzon, Alexander
Feng, Yantao
Anderson, Brian
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Conference Organising Committee
Abstract
In this paper, an iterative algorithm to solve Algebraic Riccati Equations (ARE) arising from, for example, a standard H<inf>∞</inf> control problem is proposed. By constructing two sequences of positive semidefinite matrices, we reduce an ARE with an i
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2007 European Control Conference, ECC 2007