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
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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