A multishift algorithm for the numerical solution of algebraic Riccati equations (Q1344400)
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scientific article
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English | A multishift algorithm for the numerical solution of algebraic Riccati equations |
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A multishift algorithm for the numerical solution of algebraic Riccati equations (English)
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9 February 1995
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algorithm
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algebraic matrix Riccati equations
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linear optimal control
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Lagrangian invariant subspace
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Hamiltonian matrix
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