Fast iterative solutions of Riccati and Lyapunov equations
In this article, new iterative algorithms for solving the discrete Riccati and Lyapunov equations are derived in the case where the transition matrix is diagonalizable with real eigenvalues. It is shown that the proposed iterative algorithms are faster than the classical ones, even for a small numbe...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
De Gruyter
2022-12-01
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| Series: | Open Mathematics |
| Subjects: | |
| Online Access: | https://doi.org/10.1515/math-2022-0546 |