An efficient algorithm for the discrete-time algebraic Riccati equation (Q4506812)
From MaRDI portal
scientific article; zbMATH DE number 1518319
Language | Label | Description | Also known as |
---|---|---|---|
English | An efficient algorithm for the discrete-time algebraic Riccati equation |
scientific article; zbMATH DE number 1518319 |
Statements
An efficient algorithm for the discrete-time algebraic Riccati equation (English)
0 references
17 October 2000
0 references
discrete-time algebraic Riccati equation
0 references
skew-Hamiltonian transformation
0 references
square-root method
0 references
orthogonal transformations
0 references