Please use this identifier to cite or link to this item: http://repo.lib.jfn.ac.lk/ujrr/handle/123456789/9559
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dc.contributor.authorPrasanthan, R.-
dc.contributor.authorJianhong Xu-
dc.date.accessioned2023-06-12T04:50:01Z-
dc.date.available2023-06-12T04:50:01Z-
dc.date.issued2020-
dc.identifier.urihttp://repo.lib.jfn.ac.lk/ujrr/handle/123456789/9559-
dc.description.abstractIn 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 methoden_US
dc.language.isoenen_US
dc.publisherTaylor & Francis Groupen_US
dc.subjectContinuous coupleden_US
dc.subjectAlgebraic Riccati equationen_US
dc.subjectMarkovian jump linear systemen_US
dc.subjectAccelerated iteration methoden_US
dc.subjectConvergenceen_US
dc.subjectRate of convergenceen_US
dc.subjectMonotonicityen_US
dc.subjectPositive semidefinite solutionen_US
dc.subjectExtrernal solutionen_US
dc.titleOn the convergence of the accelerated Riccati iteration methoden_US
dc.typeArticleen_US
Appears in Collections:Mathematics and Statistics

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