An efficient algorithm for the discrete-time algebraic Riccati equation (Q4506812)

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scientific article; zbMATH DE number 1518319
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An efficient algorithm for the discrete-time algebraic Riccati equation
scientific article; zbMATH DE number 1518319

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    An efficient algorithm for the discrete-time algebraic Riccati equation (English)
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    17 October 2000
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    discrete-time algebraic Riccati equation
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    skew-Hamiltonian transformation
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    square-root method
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    orthogonal transformations
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