A practical implementation for solutions to the algebraic matrix Riccati equation in an LQCM setting (Q1274837): Difference between revisions

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A practical implementation for solutions to the algebraic matrix Riccati equation in an LQCM setting
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    A practical implementation for solutions to the algebraic matrix Riccati equation in an LQCM setting (English)
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    12 January 1999
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    infinite-horizon equilibrium solution
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    algebraic matrix Riccati equation
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    Broyden's method
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    superlinear convergence
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