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2006 American Control Conference
In this paper, a new algorithm for solving crosscoupled algebraic Riccati equation (CARE) is proposed. Since the new algorithm is based on the fixed point algorithm, the solutions can be obtained independently as the solution of the algebraic Lyapunov equation. As a result, the convergence and the positive semidefiniteness of the obtained solutions are guaranteed. In order to show the validity of the proposed algorithm, the linear quadratic infinite horizon Nash game for general multiparameterdoi:10.1109/acc.2006.1655442 fatcat:wayg2uwe5rhydj52uemwwdi2sy