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A practical implementation for solutions to the algebraic matrix Riccati equation in an LQCM setting - MaRDI portal

A practical implementation for solutions to the algebraic matrix Riccati equation in an LQCM setting (Q1274837)

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scientific article; zbMATH DE number 1238641
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English
A practical implementation for solutions to the algebraic matrix Riccati equation in an LQCM setting
scientific article; zbMATH DE number 1238641

    Statements

    A practical implementation for solutions to the algebraic matrix Riccati equation in an LQCM setting (English)
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    12 January 1999
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    infinite-horizon equilibrium solution
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    algebraic matrix Riccati equation
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    Broyden's method
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    superlinear convergence
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