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DynamicRiccatiEquation - reference for implementation

Open soldierofhell opened this issue 3 years ago • 0 comments

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,

soldierofhell avatar Apr 12 '22 08:04 soldierofhell