Calculation of orthogonal projections and the solution of the matrix algebraic Riccati equation (Q914332)
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scientific article; zbMATH DE number 4149458
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Calculation of orthogonal projections and the solution of the matrix algebraic Riccati equation |
scientific article; zbMATH DE number 4149458 |
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Calculation of orthogonal projections and the solution of the matrix algebraic Riccati equation (English)
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1989
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A numeric procedure of constructing orthogonal projections is given which consists in the determination of a solution of a matrix algebraic Riccati equation. This allows to refine the Newton-Raphson scheme and to increase the effectiveness of the calculation of a stabilizing solution of the algebraic Riccati equation which arises in some variational problems with discrete time.
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numeric procedure
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orthogonal projections
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matrix algebraic Riccati equation
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Newton-Raphson scheme
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