On the convergence of the accelerated Riccati iteration method

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.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.identifier.uri	http://repo.lib.jfn.ac.lk/ujrr/handle/123456789/9559
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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