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New results in the Lyapunov-type algorithm for algebraic MCV Riccati equations

โœ Scribed by L. Cherfi


Book ID
104046693
Publisher
Elsevier Science
Year
2010
Tongue
English
Weight
388 KB
Volume
51
Category
Article
ISSN
0895-7177

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Asymptotic Expansions and a New Numerica
โœ Hiroaki Mukaidani; Tetsu Shimomura; Koichi Mizukami ๐Ÿ“‚ Article ๐Ÿ“… 2002 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 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