Jing
Fannie Mae
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Professional Interests: Finance, economics, econometrics
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Question
A question about Algebraic Riccatti Equations
Hi, guys: I wonder if Matlab is able to find all the solutions for the algebraic Riccatti equation appearing in Kalman Filter...
12 years ago | 0 answers | 0
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answersQuestion
Solving Higher Order Matrix Polynomials
Hi, guys: I wonder if there is some numerical method to solve a general matrix polynomial in the form: I+A1*X+A2*X^2+...+Aq*X...
12 years ago | 1 answer | 0
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