Numerical Algorithms of the Discrete Coupled Algebraic Riccati Equation Arising in Optimal Control Systems

Table 1

Numerical results.

	Iterations	Residual		Iterations	Residual
0	46	9.0841e − 009	1.8	31	8.3079e − 009
0.4	44	8.3616e − 009	2	32	8.0616e − 009
0.8	42	6.2660e − 009	4	41	5.6463e − 009
1	41	4.7366e − 009	6	49	9.3612e − 009
1.4	37	8.0066e − 009	8	58	6.7581e − 009