The discrete time Lyapunov equation is used in many applications and there is interest in its inverse and direct solutions. New methods are proposed to obtain solutions for cases where the system ...

Anping Liao, Yuan Lei, OPTIMAL APPROXIMATE SOLUTION OF THE MATRIX EQUATION AX B = C OVER SYMMETRIC MATRICES, Journal of Computational Mathematics, Vol. 25, No. 5 (September 2007), pp. 543-552 ...

In this paper we present explicit closed form formulae for the solution of the matrix Riccati differential equation with a terminal condition. These formulae can still be employed even in the case in ...