A Low-Rank Solution Method for Riccati Equations with Indefinite Quadratic Terms

Benner, Peter; Heiland, Jan; Werner, Steffen W. R.

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A Low-Rank Solution Method for Riccati Equations with Indefinite Quadratic Terms

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Benner, Peter
Computational Methods in Systems and Control Theory, Max Planck Institute for Dynamics of Complex Technical Systems, Max Planck Society;
OvGU;

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Heiland, Jan
Computational Methods in Systems and Control Theory, Max Planck Institute for Dynamics of Complex Technical Systems, Max Planck Society;
OvGU;

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2111.06516.pdf
(プレプリント), 515KB

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引用

Benner, P., Heiland, J., & Werner, S. W. R. (in press). A Low-Rank Solution Method for Riccati Equations with Indefinite Quadratic Terms. Numerical Algorithms.

引用: https://hdl.handle.net/21.11116/0000-0009-7D49-A

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