A Generalized Eigenvalue Approach for Solving Riccati Equations (Q3914321)

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A Generalized Eigenvalue Approach for Solving Riccati Equations
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    A Generalized Eigenvalue Approach for Solving Riccati Equations (English)
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    1981
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    spectral factorization
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    reordering of the eigenvalues
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    QZ algorithm
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    generalized eigenvalue problem
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    algebraic Riccati equations
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    singular cases
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