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A hybrid method for the numerical solution of discrete-time algebraic Riccati equations - MaRDI portal

A hybrid method for the numerical solution of discrete-time algebraic Riccati equations (Q2784657)

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scientific article; zbMATH DE number 1732887
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A hybrid method for the numerical solution of discrete-time algebraic Riccati equations
scientific article; zbMATH DE number 1732887

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    26 September 2002
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    discrete-time algebraic Riccati equation
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    Newton's method
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    SZ algorithm
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    symplectic matrix pencil
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    numerical examples
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    algorithm
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    A hybrid method for the numerical solution of discrete-time algebraic Riccati equations (English)
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