Discrete Riccati Equations for Three Term Recurrences

  • Calvin D. Ahlbrandt
  • Allan C. Peterson
Part of the Kluwer Texts in the Mathematical Sciences book series (TMS, volume 16)

Abstract

Suppose throughout this chapter that we are given n × n matrix functions C(t), P(t), and E(t) with the following properties.

Keywords

Riccati Equation Prepared Solution Generalize Zero Distinguished Solution Nonsingular Solution 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Copyright information

© Springer Science+Business Media Dordrecht 1996

Authors and Affiliations

  • Calvin D. Ahlbrandt
    • 1
  • Allan C. Peterson
    • 2
  1. 1.University of MissouriUSA
  2. 2.University of NebraskaUSA

Personalised recommendations