A Simple Proof And Exploiting Of The Square Root Method To Solve Algebraic Riccati Equations

Mathematics Research Report MRR95-056

A Simple Proof And Exploiting Of The Square Root Method To Solve Algebraic Riccati Equations

Linzhang Lu and C.E.M. Pearce

Abstract: We give a much simpler proof for the square root method to solve the continuous-time algebraic Riccati equations. We also exploit the benefits that the square root method may bring from and for other methods. Iterative square root method also is discussed.

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