Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Jump to bottom

DynamicRiccatiEquation - reference for implementation #212

Open
soldierofhell opened this issue Apr 12, 2022 · 0 comments
Open

DynamicRiccatiEquation - reference for implementation #212

soldierofhell opened this issue Apr 12, 2022 · 0 comments

Comments

@soldierofhell
Copy link

Hi, could you please provide the reference to the "robust" method of DARE solver (DynamicRiccatiEquation::iterateRobust())
In the one of the comments it's stated:
// make D positive semi-definite (as described in IV. B.)

Thanks,
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Assignees
No one assigned
Labels
None yet
Projects
None yet
Milestone
No milestone
Development

No branches or pull requests
1 participant
@soldierofhell