Discrete Riccati Equations for Three Term Recurrences
Part of the Kluwer Texts in the Mathematical Sciences book series (TMS, volume 16)
Suppose throughout this chapter that we are given n × n matrix functions C(t), P(t), and E(t) with the following properties.
KeywordsRiccati Equation Prepared Solution Generalize Zero Distinguished Solution Nonsingular Solution
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© Springer Science+Business Media Dordrecht 1996