A GENERALIZED EIGENVALUE APPROACH FOR SOLVING RICCATI-EQUATIONS

[1] Anderson B., 1979, OPTIMAL FILTERING

[2] FACTORIZATIONS OF TRANSFER-FUNCTIONS [J]. SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 1980, 18 (06) : 675 - 696

[3] FACTORIZATION OF DISCRETE-TIME RATIONAL SPECTRAL DENSITY MATRICES [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1975, 20 (04) : 535 - 537

[4] ON THE NUMERICAL-SOLUTION OF THE DISCRETE-TIME ALGEBRAIC RICCATI EQUATION - COMMENTS [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1980, 25 (05) : 1015 - 1016

[5] EMAMINAEINI A, 1979, 13TH P AS C CIRC SYS, P370

[6] FRANKLIN GF, 1979, DIGITAL CONTROL DYNA

[7] ILL-CONDITIONED EIGEN-SYSTEMS AND COMPUTATION OF JORDAN CANONICAL FORM [J]. SIAM REVIEW, 1976, 18 (04) : 578 - 619

[8] Johnson SM., 1963, MATH COMPUT, V17, P282

[9] Kailath, 1980, LINEAR SYSTEMS

[10] Kwakernaak H., 1972, LINEAR OPTIMAL CONTR

[1] Anderson B., 1979, OPTIMAL FILTERING

[2] FACTORIZATIONS OF TRANSFER-FUNCTIONS [J]. SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 1980, 18 (06) : 675 - 696

[3] FACTORIZATION OF DISCRETE-TIME RATIONAL SPECTRAL DENSITY MATRICES [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1975, 20 (04) : 535 - 537

[4] ON THE NUMERICAL-SOLUTION OF THE DISCRETE-TIME ALGEBRAIC RICCATI EQUATION - COMMENTS [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1980, 25 (05) : 1015 - 1016

[5] EMAMINAEINI A, 1979, 13TH P AS C CIRC SYS, P370

[6] FRANKLIN GF, 1979, DIGITAL CONTROL DYNA

[7] ILL-CONDITIONED EIGEN-SYSTEMS AND COMPUTATION OF JORDAN CANONICAL FORM [J]. SIAM REVIEW, 1976, 18 (04) : 578 - 619

[8] Johnson SM., 1963, MATH COMPUT, V17, P282

[9] Kailath, 1980, LINEAR SYSTEMS

[10] Kwakernaak H., 1972, LINEAR OPTIMAL CONTR