• 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