Nonrecursive solution for the discrete algebraic Riccati equation and X + A*X-1A=L
In this paper, we present two new algebraic algorithms for the solution of the discrete algebraic Riccati equation. The first algorithm requires the nonsingularity of the transition matrix and is based on the solution of a standard eigenvalue problem for a new symplectic matrix; the proposed algorit...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
De Gruyter
2015-01-01
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| Series: | Open Mathematics |
| Subjects: | |
| Online Access: | https://doi.org/10.1515/math-2015-0006 |