On the convergence of the accelerated riccati iteration method

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dc.contributor.authorRajasingam, P.
dc.contributor.authorXu, J.
dc.date.accessioned2021-11-24T06:48:45Z
dc.date.accessioned2022-06-28T06:46:05Z
dc.date.available2021-11-24T06:48:45Z
dc.date.available2022-06-28T06:46:05Z
dc.date.issued2020
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 itera tion 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 solu tions it computes under certain circumstances, and its faster convergence than the regular Riccati iteration method.en_US
dc.identifier.urihttp://repo.lib.jfn.ac.lk/ujrr/handle/123456789/4252
dc.language.isoenen_US
dc.publisherUniversity of Jaffnaen_US
dc.subjectContinuous coupled algebraic 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.subjectExtremal solutionen_US
dc.titleOn the convergence of the accelerated riccati iteration methoden_US
dc.typeArticleen_US

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