Geodesic
Algorithms for solution of equations $PA+A^TP=-Q$ and $M^TPM-P=-Q$ resulting in Lyapunov stability analysis of linear systems
Kybernetika, Tome 9 (1973) no. 1, pp. 62-71 Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

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Classification : 65H10, 93C05, 93D05 
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     title = {Algorithms for solution of equations $PA+A^TP=-Q$ and $M^TPM-P=-Q$ resulting in {Lyapunov} stability analysis of linear systems},
     journal = {Kybernetika},
     pages = {62--71},
     year = {1973},
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     mrnumber = {0327355},
     zbl = {0274.93040},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/KYB_1973_9_1_a4/}
}
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Štecha, Jan; Kozáčiková, Alena; Kozáčik, Jaroslav. Algorithms for solution of equations $PA+A^TP=-Q$ and $M^TPM-P=-Q$ resulting in Lyapunov stability analysis of linear systems. Kybernetika, Tome 9 (1973) no. 1, pp. 62-71. http://geodesic.mathdoc.fr/item/KYB_1973_9_1_a4/

[1] Katsuhiko Ogata: State Space Analysis of Control Systems. Prentice Hall, London 1967

[2] Kotek Z., Štecha Jan: Teorie optimálního řízení. (Theory of Optimal Control). Lecture Notes. Praha 1971.

[3] Kleinmann D. L.: On an Iterative Technique for Riccati Equation Computations. Trans. IEEE on Aut. Control AC-13 (Feb. 1968), 1, 114-115.

[4] Chen C. F., Shieh L. S.: A Note on Expanding $PA + A^{T} P = - Q$. Trans IEEE on Aut. Control AC-13 (Feb. 1968), 1, 122-124.

[5] Sarma I. G., Pai M. A.: A Note on the Lyapunov Matrix Equation for Linear Discrete System. Trans. IEEE on Aut. Control AC-13 (Feb. 1968), 1, 119-121.

[6] Bellmann R.: Introduction to Matrix Analysis. McGraw-Hill, New York 1960. | MR

[7] Dorato P., Lewis A. H.: Optimal Linear Regulators. The Discrete Time Case. Trans. IEEE on Aut. Control AC-16 (Dec. 1971), 6, 613-621. | MR

[8] Fink M., Štecha J.: Linear Optimal Control System with Incomplete Information about State of System. Kybernetika 7 (1971), 6, 467-491. | MR