Nonrecursive solution for the discrete algebraic Riccati equation and X + A^ X^-1 A=L
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Publication:2257465
DOI10.1515/MATH-2015-0006zbMATH Open1309.65046OpenAlexW2094956740MaRDI QIDQ2257465FDOQ2257465
Authors: Maria Adam, Nicholas Assimakis 
Publication date: 25 February 2015
Published in: Open Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/math-2015-0006
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stabilityalgorithmnonlinear matrix equationpositive definite solutiondiscrete algebraic Riccati equation
Cites Work
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Cited In (8)
- Comments on: ``Structure-preserving algorithms for periodic discrete-time algebraic Riccati equations
- Recursive solutions of the matrix equations \(X+A^TX^{-1}A=Q\) and \(X-A^TX^{-1}A=Q\)
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- Four extremal solutions of discrete-time algebraic Riccati equations: existence theorems and computation
- Convergence analysis of Newton method without inversion for solving discrete algebraic Riccati equations
- Iterative algorithms for reducing inversion of discrete algebraic riccati matrix equation
- Iterative algorithms based on weight splitting to solve Riccati matrix equation \(XDX - XC - BX + A = 0\)
- On the solution of the rational matrix equation \(X=Q+LX^{ - 1}L^{T}\)
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