An iterative algorithm for the solution of the discrete-time algebraic Riccati equation

DOI10.1016/0024-3795(93)90476-5zbMath0779.65038OpenAlexW2085578956MaRDI QIDQ1260796

K. Appert

Publication date: 25 August 1993

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0024-3795(93)90476-5

zbMATH Keywords

iterative algorithmnumerical examplesHamiltonian matrixdiscrete-time algebraic Riccati equationsquare rootorthogonal transformationsQZ algorithmstructure-preserving

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Discrete-time control/observation systems (93C55) Iterative numerical methods for linear systems (65F10)

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Cites Work

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