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Legacy Documentation
Advanced Numerical Methods
(2003)
This is documentation for an obsolete product.
Current products and services
Documentation
Advanced Numerical Methods
Matrix Equations and Control Applications
Riccati Equations
Overview
The Schur Methods for the Riccati Equations
The Inverse-Free Generalized Eigenvector and Schur Methods for the Riccati Equations
The Matrix Sign-Function Methods for the Riccati Equations
Newton Methods for the Riccati Equations
LQR and LQG Designs Using Riccati Equations