A Hamiltonian-Jacobi algorithm
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Publication:3486761
DOI10.1109/9.53524zbMath0706.65066MaRDI QIDQ3486761
Publication date: 1990
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/1c5ed7825da3619f6605ce3063487c7cc7e5c395
algorithm; linear systems; numerical stability; Hamiltonian matrices; similarity transformations; Hamiltonian-Schur decomposition; matrix algebraic Riccati equations
65F15: Numerical computation of eigenvalues and eigenvectors of matrices
65K10: Numerical optimization and variational techniques
93C35: Multivariable systems, multidimensional control systems
93B60: Eigenvalue problems
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