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DynamicRiccatiEquation - reference for implementation #212

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

DynamicRiccatiEquation - reference for implementation #212

soldierofhell opened this issue Apr 12, 2022 · 0 comments

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@soldierofhell
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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,

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