Calculation of orthogonal projections and the solution of the matrix algebraic Riccati equation (Q914332)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Calculation of orthogonal projections and the solution of the matrix algebraic Riccati equation |
scientific article |
Statements
Calculation of orthogonal projections and the solution of the matrix algebraic Riccati equation (English)
0 references
1989
0 references
A numeric procedure of constructing orthogonal projections is given which consists in the determination of a solution of a matrix algebraic Riccati equation. This allows to refine the Newton-Raphson scheme and to increase the effectiveness of the calculation of a stabilizing solution of the algebraic Riccati equation which arises in some variational problems with discrete time.
0 references
numeric procedure
0 references
orthogonal projections
0 references
matrix algebraic Riccati equation
0 references
Newton-Raphson scheme
0 references
