New results in the Lyapunov-type algorithm for algebraic MCV Riccati equations (Q984134)

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scientific article; zbMATH DE number 5757109
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    New results in the Lyapunov-type algorithm for algebraic MCV Riccati equations
    scientific article; zbMATH DE number 5757109

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      New results in the Lyapunov-type algorithm for algebraic MCV Riccati equations (English)
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      16 July 2010
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      cost variance control
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      coupled Riccati equations
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      Lyapunov-type algorithm
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      fixed point iteration
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