On the convergence of the modified Riccati equation

DOI10.5402/2012/625897zbMath1271.94006OpenAlexW2123859269WikidataQ58691549 ScholiaQ58691549MaRDI QIDQ363185

Nicholas Assimakis, Maria Adam

Publication date: 2 September 2013

Published in: ISRN Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5402/2012/625897

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Stability and convergence of numerical methods for ordinary differential equations (65L20)

Related Items (2)

Nonrecursive solution for the discrete algebraic Riccati equation and \(X + \mathcal A^\ast X^{-1}\mathcal A=L\) ⋮ Inversion free algorithms for computing the principal square root of a matrix

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