Calculation of orthogonal projections and the solution of the matrix algebraic Riccati equation
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.
scientific article; zbMATH DE number 4149458
scientific article