An iterative algorithm for the solution of the discrete-time algebraic Riccati equation
نویسندگان
چکیده
منابع مشابه
An efficient algorithm for the discrete-time algebraic Riccati equation
In this paper the authors develop a new algorithm to solve the standard discrete-time algebraic Riccati equation by using a skewHamiltonian transformation and the square-root method. The algorithm is structure-preserving and efficient because the Hamiltonian structure is fully exploited and only orthogonal transformations are used. The efficiency and stability of the algorithm are analyzed. Num...
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ژورنال
عنوان ژورنال: Linear Algebra and its Applications
سال: 1993
ISSN: 0024-3795
DOI: 10.1016/0024-3795(93)90476-5