Geodesic
An algorithm for solving the matrix difference Riccati equation
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 39 (1999) no. 2, pp. 187-194

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     author = {J. V. Elyseeva},
     title = {An algorithm for solving the matrix difference {Riccati} equation},
     journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
     pages = {187--194},
     publisher = {mathdoc},
     volume = {39},
     number = {2},
     year = {1999},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZVMMF_1999_39_2_a3/}
}
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J. V. Elyseeva. An algorithm for solving the matrix difference Riccati equation. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 39 (1999) no. 2, pp. 187-194. http://geodesic.mathdoc.fr/item/ZVMMF_1999_39_2_a3/