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Numerical solution of the discrete-time periodic Riccati equation - MaRDI portal

Numerical solution of the discrete-time periodic Riccati equation (Q4302749)

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scientific article; zbMATH DE number 622210
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Numerical solution of the discrete-time periodic Riccati equation
scientific article; zbMATH DE number 622210

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    Numerical solution of the discrete-time periodic Riccati equation (English)
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    16 January 1995
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    periodic Riccati equation
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    QZ algorithm
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