On the numerical solution of the discrete-time algebraic Riccati equation
- 1 August 1980
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 25 (4), 631-641
- https://doi.org/10.1109/tac.1980.1102434
Abstract
No abstract availableThis publication has 7 references indexed in Scilit:
- A Schur method for solving algebraic Riccati equationsIEEE Transactions on Automatic Control, 1979
- Matrix Eigensystem Routines — EISPACK Guide ExtensionLecture Notes in Computer Science, 1977
- Ill-Conditioned Eigensystems and the Computation of the Jordan Canonical FormSiam Review, 1976
- An Algorithm for Generalized Matrix Eigenvalue ProblemsSIAM Journal on Numerical Analysis, 1973
- On the Sensitivity of the Eigenvalue Problem $Ax = \lambda Bx$SIAM Journal on Numerical Analysis, 1972
- The role and use of the stochastic linear-quadratic-Gaussian problem in control system designIEEE Transactions on Automatic Control, 1971
- A nonrecursive algebraic solution for the discrete Riccati equationIEEE Transactions on Automatic Control, 1970