Nonrecursive solution for the discrete algebraic Riccati equation and \(X + \mathcal A^\ast X^{-1}\mathcal A=L\) (Q2257465)
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scientific article; zbMATH DE number 6408010
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| English | Nonrecursive solution for the discrete algebraic Riccati equation and \(X + \mathcal A^\ast X^{-1}\mathcal A=L\) |
scientific article; zbMATH DE number 6408010 |
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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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0.8439766764640808
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