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On the square-root method for continuous-time algebraic Riccati equations
Published online by Cambridge University Press: 17 February 2009
Abstract
We give a simple and transparent proof for the square-root method of solving the continuous-time algebraic Riccati equation. We examine some benefits of combining the square-root method with other solution methods. The iterative square-root method is also discussed. Finally, paradigm numerical examples are given to compare the square-root method with the Schur method.
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- Copyright © Australian Mathematical Society 1999
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