Title of article
The convergence rate of continued fractions representing solutions of a Riccati equation
Author/Authors
Luther، نويسنده , , Wolfram، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2007
Pages
6
From page
271
To page
276
Abstract
The aim of this note is to generalize and apply results on matrix continued fractions representing the solution of discrete matrix Riccati equations. Assuming uniform bounds for the norm of the matrix coefficients of the continued fraction, the minimal and maximal solutions of the corresponding algebraic Riccati equation can be accurately enclosed.
Keywords
Matrix continued fractions , Three-term recurrence relation , Discrete matrix Riccati equation , Convergence Rate
Journal title
Journal of Computational and Applied Mathematics
Serial Year
2007
Journal title
Journal of Computational and Applied Mathematics
Record number
1553613
Link To Document