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Newton's Method for Discrete Algebraic Riccati Equations when the Closed-Loop Matrix Has Eigenvalues on the Unit Circle - MaRDI portal

Newton's Method for Discrete Algebraic Riccati Equations when the Closed-Loop Matrix Has Eigenvalues on the Unit Circle (Q4243505)

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scientific article; zbMATH DE number 1288448
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Newton's Method for Discrete Algebraic Riccati Equations when the Closed-Loop Matrix Has Eigenvalues on the Unit Circle
scientific article; zbMATH DE number 1288448

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    Newton's Method for Discrete Algebraic Riccati Equations when the Closed-Loop Matrix Has Eigenvalues on the Unit Circle (English)
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    18 May 1999
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    discrete algebraic Riccati equation
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    Newton's method
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    maximal symmetric solution
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    convergence
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    matrix pencils
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    closed-loop matrix eigenvalues
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    numerical examples
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