01 تیر 1403
خسرو سايوند

خسرو سایوند

مرتبه علمی: استاد
نشانی: ملایر گروه ریاضی دانشگاه ملایر
تحصیلات: دکترای تخصصی / ریاضی
تلفن: 081-33398981
دانشکده: دانشکده علوم ریاضی و آمار

مشخصات پژوهش

عنوان
Convergence analysis of Newton method without inversion for solving discrete algebraic Riccati equations
نوع پژوهش مقاله چاپ شده
کلیدواژه‌ها
Convergence analysis of Newton method without inversion for solving discrete algebraic Riccati equations
سال
2022
مجله JOURNAL OF THE FRANKLIN INSTITUTE-ENGINEERING AND APPLIED MATHEMATICS
پژوهشگران خسرو سایوند

چکیده

In this paper, we first introduce the necessary and sufficient conditions for the existence of the solution of discrete algebraic Riccati equation. Then we propose the Newton method without inversion to find the solution of the discrete algebraic Riccati equation. We show that the proposed method converges to a positive definite solution of the discrete algebraic Riccati equation. Finally, the accuracy and effectiveness of the proposed method in compare to some existing algorithms are demonstrated by various numerical examples.