Structured doubling Algorithm for solving a class of Singular Riccati equations

碩士 === 國立清華大學 === 數學系 === 96 === First of all, we summarize the square-root algorithm (SQR) for singular discretetime Riccati difference equation (DRDE). And we will discuss the structure-preserving doubling algorithms (SDAs) for the symmetric positive semidefinite solution to singular version of th...

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Bibliographic Details
Main Authors: Shih-Yuan Yang, 楊詩元
Other Authors: Wen-Wei Lin
Format: Others
Language:en_US
Published: 2008
Online Access:http://ndltd.ncl.edu.tw/handle/55790403051381799224