Numerical aspects of solving algebraic Riccati equations

The role and use of algebraic Riccati equations in systems and control theory has been well-established over the past twenty-five years. One aspect of Riccati equations that has always been significant, and which has received increasing attention over the past five years, is effective algorithms for their numerical solution on a digital computer. This talk will outline, in tutorial fashion, a class of algorithms which are quite generally reliable and are readily extendable to a variety of related problems.