A Schur method for solving algebraic Riccati equations. (English) Zbl 0427.65027

Proc. 1978 IEEE Conf. on decision and control, incl. 17th Symp. on adaptive processes, San Diego/Calif. 1979, 60-65 (1979).


65F30 Other matrix algorithms (MSC2010)
49J15 Existence theories for optimal control problems involving ordinary differential equations
15A24 Matrix equations and identities
65F15 Numerical computation of eigenvalues and eigenvectors of matrices