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On the convergence of the accelerated Riccati iteration method

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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


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