Calculation of orthogonal projections and the solution of the matrix algebraic Riccati equation
type: Item
instance of: scholarly article
title: Calculation of orthogonal projections and the solution of the matrix algebraic Riccati equation
zbMATH Open document ID: 0701.65030
DOI: 10.1007/BF01060640
author: F. A. Aliev
author: B. A. Bordyug
author: V. B. Larin
published in: Ukrainian Mathematical Journal
publication date: 1989-01-01T00:00:00Z
review text: 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.
reviewed by: Štefan Schwabik
Mathematics Subject Classification ID: 65F30
Mathematics Subject Classification ID: 65H10
Mathematics Subject Classification ID: 65F15
Mathematics Subject Classification ID: 15A24
zbMATH DE Number: 4149458
zbMATH Keywords: numeric procedure
zbMATH Keywords: orthogonal projections
zbMATH Keywords: matrix algebraic Riccati equation
zbMATH Keywords: Newton-Raphson scheme
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 4149458