Newton's Method for Discrete Algebraic Riccati Equations when the Closed-Loop Matrix Has Eigenvalues on the Unit Circle

DOI10.1137/S0895479897322999zbMath0923.65018MaRDI QIDQ4243505

Chun-Hua Guo

Publication date: 18 May 1999

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

convergenceNewton's methodnumerical examplesmatrix pencilsmaximal symmetric solutiondiscrete algebraic Riccati equationclosed-loop matrix eigenvalues

Mathematics Subject Classification ID

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