A new linearized implicit iteration method for nonsymmetric algebraic Riccati equations
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Computational Mathematics
Link
http://link.springer.com/content/pdf/10.1007/s12190-015-0867-9.pdf
Reference31 articles.
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3. Bernstein, D., Haddad, W.: LQG control with an H performance bound: a Riccati equation approach. IEEE Trans. Autom. Control 34, 293–305 (1989)
4. Clancey, K., Gohberg, I.: Factorization of matrix functions and singular integral operators. In operator theory: advances and applications, vol. 3. Birkhauser Verlag, Basel (1981)
5. Gao, Y.H., Bai, Z.Z.: On inexact Newton methods based on doubling iteration scheme for non-symmetric algebraic Riccati equations. Numer. Linear Algebr. Appl. 18(3), 325–341 (2011)
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