A reduction technique for discrete generalized algebraic and difference Riccati equations (Q2929485): Difference between revisions
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scientific article
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English | A reduction technique for discrete generalized algebraic and difference Riccati equations |
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A reduction technique for discrete generalized algebraic and difference Riccati equations (English)
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12 November 2014
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generalized Riccati difference equation
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finite-horizon LQ problem
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generalized discrete algebraic Riccati equation
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extended symplectic pencil
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