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 :
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