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http://repo.lib.jfn.ac.lk/ujrr/handle/123456789/9559| Title: | On the convergence of the accelerated Riccati iteration method |
| Authors: | Prasanthan, R. Jianhong Xu |
| Keywords: | Continuous coupled;Algebraic Riccati equation;Markovian jump linear system;Accelerated iteration method;Convergence;Rate of convergence;Monotonicity;Positive semidefinite solution;Extrernal solution |
| Issue Date: | 2020 |
| Publisher: | Taylor & Francis Group |
| 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 |
| URI: | http://repo.lib.jfn.ac.lk/ujrr/handle/123456789/9559 |
| 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 |
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