An Additional Algorithm for a System of Coupled Algebraic Matrix Riccati Equations

DOI10.1109/TC.1976.5009210MaRDI QIDQ4079433zbMATHFDO

Authors Eugene D. Denman

Publication date 1976

Published in IEEE Transactions on Computers (Search for Journal in Brave)

Mathematics Subject Classification ID

Newton-type methods (49M15) Linear systems in control theory (93C05)

Cited in

(5)

• Invariant imbedding as a basis for the solution of quantum mechanical problems
• An iterative computational scheme for solving the coupled Hamilton-Jacobi-Isaacs equations in nonzero-sum differential games of affine nonlinear systems
• The matrix sign function and computations in systems
• A numerical algorithm suggested by problems of transport in periodic media
• A novel iterative algorithm for solving coupled Riccati equations

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