On the convergence of the accelerated Riccati iteration method

Please use this identifier to cite or link to this item: http://repo.lib.jfn.ac.lk/ujrr/handle/123456789/9559

Full metadata record

DC Field	Value	Language
dc.contributor.author	Prasanthan, R.	-
dc.contributor.author	Jianhong Xu	-
dc.date.accessioned	2023-06-12T04:50:01Z	-
dc.date.available	2023-06-12T04:50:01Z	-
dc.date.issued	2020	-
dc.identifier.uri	http://repo.lib.jfn.ac.lk/ujrr/handle/123456789/9559	-
dc.description.abstract	In this paper, we establish results fully addressing two open problems proposed recently by I. Ivanov, see Nonlinear Analysis 69 (2008) 4012–4024, with respect to the convergence of the accelerated Riccati iteration methodfor solving the continuous coupled algebraic Riccati equation, or CCAREfor short. These results confirm several desirable features of that method, including the monotonicity and boundedness of the sequences it produces, its capability of determining whether the CCARE has a solution, the extremal solutions it computes under certain circumstances, and its faster convergence than the regular Riccati iteration method	en_US
dc.language.iso	en	en_US
dc.publisher	Taylor & Francis Group	en_US
dc.subject	Continuous coupled	en_US
dc.subject	Algebraic Riccati equation	en_US
dc.subject	Markovian jump linear system	en_US
dc.subject	Accelerated iteration method	en_US
dc.subject	Convergence	en_US
dc.subject	Rate of convergence	en_US
dc.subject	Monotonicity	en_US
dc.subject	Positive semidefinite solution	en_US
dc.subject	Extrernal solution	en_US
dc.title	On the convergence of the accelerated Riccati iteration method	en_US
dc.type	Article	en_US
Appears in Collections:	Mathematics and Statistics

Files in This Item:

File	Description	Size	Format
On the convergence of the accelerated Riccati iteration method (1).pdf		914.62 kB	Adobe PDF	View/Open