The convergence rate of continued fractions representing solutions of a Riccati equation

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

卷:199

Article; Proceedings Paper

Luther, Wolfram

关键词: matrix continued fractions;    three-teen recurrence relation;    discrete matrix Riccati equation;    convergence rate;   

DOI  :  10.1016/j.cam.2005.08.050

来源: Elsevier

【 摘 要 】

The aim of this note is to generalize and apply results on matrix continued fractions representing the solution of discrete matrix Riccati equations. Assuming uniform bounds for the norm of the matrix coefficients of the continued fraction, the minimal and maximal solutions of the corresponding algebraic Riccati equation can be accurately enclosed. (c) 2006 Elsevier B.V. All rights reserved.

【 授权许可】

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