Inner-Outer Factorization and Operator Inversion
Direct methods to invert large matrices may give undesired “unstable” results. We can obtain valuable insights into the mechanics of this effect by representing the matrix as a time-varying system for which it is the transfer operator. Among other things, this will allow us to handle the instability by translating “unstable” into “anti-causal” yet bounded.
KeywordsRiccati Equation Transfer Operator Maximal Solution Hankel Operator Hankel Matrice
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