๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Solution of the algebraic matrix Riccati equation via Newton-Raphsoniteration.

โœ Scribed by Blackburn, T. R.


Book ID
115488746
Publisher
American Institute of Aeronautics and Astronautics
Year
1968
Tongue
English
Weight
444 KB
Volume
6
Category
Article
ISSN
0001-1452

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


Numerical solutions of the algebraic mat
โœ Hans M. Amman; Heinz Neudecker ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 349 KB

The linear-quadratic control model is one of the most widely used control models in both empirical and theoretical economic modeling. In order to obtain the equilibrium solution of this control model, the so-called algebraic matrix Riccati equation has to be solved. In this note we present a numeric

New solution bounds for the discrete alg
โœ Chien-Hua Lee; Tsung-Lieh Hsien ๐Ÿ“‚ Article ๐Ÿ“… 1999 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 96 KB ๐Ÿ‘ 2 views

New upper and lower matrix bounds and the corresponding eigenvalue bounds on the solution of the discrete algebraic Riccati equation are discussed in this paper. The present bounds are tighter than the majority of those found in the literature.

New upper solution bounds of the discret
โœ Richard Davies; Peng Shi; Ron Wiltshire ๐Ÿ“‚ Article ๐Ÿ“… 2008 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 157 KB

In this note, we present upper matrix bounds for the solution of the discrete algebraic Riccati equation (DARE). Using the matrix bound of Theorem 2.2, we then give several eigenvalue upper bounds for the solution of the DARE and make comparisons with existing results. The advantage of our results o