A Generalized Eigenvalue Approach for Solving Riccati Equations
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Publication:3914321
DOI10.1137/0902010zbMath0463.65024MaRDI QIDQ3914321
Publication date: 1981
Published in: SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0902010
spectral factorization; generalized eigenvalue problem; algebraic Riccati equations; QZ algorithm; singular cases; reordering of the eigenvalues
65F15: Numerical computation of eigenvalues and eigenvectors of matrices
65K10: Numerical optimization and variational techniques
49J15: Existence theories for optimal control problems involving ordinary differential equations
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