Nonrecursive solution for the discrete algebraic Riccati equation and \(X + \mathcal A^\ast X^{-1}\mathcal A=L\) (Q2257465)

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Nonrecursive solution for the discrete algebraic Riccati equation and \(X + \mathcal A^\ast X^{-1}\mathcal A=L\)
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    Nonrecursive solution for the discrete algebraic Riccati equation and \(X + \mathcal A^\ast X^{-1}\mathcal A=L\) (English)
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    25 February 2015
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    discrete algebraic Riccati equation
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    nonlinear matrix equation
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    positive definite solution
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    stability
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    algorithm
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