A structure-preserving doubling algorith
โ
E.K.-W. Chu; H.-Y. Fan; W.-W. Lin
๐
Article
๐
2005
๐
Elsevier Science
๐
English
โ 375 KB
Continuous-time algebraic Riccati equations (CAREs) can be transformed, ร la Cayley, to discrete-time algebraic Riccati equations (DAREs).