Applying the Newton-Raphson method in order to solve the Riccati algebraic equations in dynamic structural controlled models

摘要

This paper presents a solution for the Riccati algebraic equations using the Newton-Raphson method, resulting in a very precise algorithm that may be applied to dynamic control system models. This solution is a generalization of the Newton-Raphson-based algorithm originally developed to solve the Riccati equations in modal controlled models. The numerical implementation of this technique and an application are presented showing its accuracy. Comparison with a classical algorithm and an intrinsic Matlab? function shows the competitive performance of the proposed technique.