Algorithm for solving polynomial algebraic Riccati equations and its application
The paper presents a numerical algorithm for solving algebraic Riccati equations with two-sided polynomials. In general, the solution is not a finite-order polynomial. Existence conditions for a finite-order solution are given. If these conditions do not hold, the non-finite\del order solution is truncated, and the proposed algorithm returns a finite-order polynomial of an arbitrary high order. Illustrative examples are included.
CYBERNETICS AND PHYSICS, Vol. 1, No. 4, 2012 , 237–242.