Asymptotic Expansions and a New Numerica
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Hiroaki Mukaidani; Tetsu Shimomura; Koichi Mizukami
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Article
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2002
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Elsevier Science
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English
β 187 KB
In this paper we study a continuous-time multiparameter algebraic Riccati equation (MARE) with an indefinite sign quadratic term. The existence of a unique and bounded solution of the MARE is newly established. We show that the Kleinman algorithm can be used to solve the sign indefinite MARE. The pr