A practical implementation for solutions to the algebraic matrix Riccati equation in an LQCM setting (Q1274837)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A practical implementation for solutions to the algebraic matrix Riccati equation in an LQCM setting |
scientific article |
Statements
A practical implementation for solutions to the algebraic matrix Riccati equation in an LQCM setting (English)
0 references
12 January 1999
0 references
infinite-horizon equilibrium solution
0 references
algebraic matrix Riccati equation
0 references
Broyden's method
0 references
superlinear convergence
0 references
