Journal
AUTOMATICA
Volume 132, Issue -, Pages -Publisher
PERGAMON-ELSEVIER SCIENCE LTD
DOI: 10.1016/j.automatica.2021.109788
Keywords
Discrete algebraic Riccati equation; LQR optimal control
Funding
- Natural Sciences and Engineering Research Council of Canada
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The article provides a set of counterexamples to illustrate the monotonicity of the Newton-Hewer method in solving the discrete-time algebraic Riccati equation in dynamic settings, contrasting it with the Riccati difference equation.
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). (C) 2021 Elsevier Ltd. All rights reserved.
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