On the eigenvalue-eigenvector method for solution of the stationary discrete matrix Riccati equation

Michael Locht Michelsen

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Abstract

The purpose of this correspondence is to point out that certain numerical problems encountered in the solution of the stationary discrete matrix Riccati equation by the eigenvalue-eigenvector method of Vanghan [1] can be avoided by a simple reformulation.
Original languageEnglish
JournalI E E E Transactions on Automatic Control
Volume24
Issue number3
Pages (from-to)480-481
ISSN0018-9286
DOIs
Publication statusPublished - 1979

Bibliographical note

Copyright: 1979 IEEE. Personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution to servers or lists, or to reuse any copyrighted component of this work in other works must be obtained from the IEEE

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