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A multishift algorithm for the numerical solution of algebraic Riccati equations - MaRDI portal

A multishift algorithm for the numerical solution of algebraic Riccati equations (Q1344400)

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scientific article; zbMATH DE number 721226
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A multishift algorithm for the numerical solution of algebraic Riccati equations
scientific article; zbMATH DE number 721226

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    A multishift algorithm for the numerical solution of algebraic Riccati equations (English)
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    9 February 1995
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    algorithm
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    algebraic matrix Riccati equations
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    linear optimal control
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    Lagrangian invariant subspace
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    Hamiltonian matrix
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