A doubling approach for determining the solution of Riccati-type equations utilizing matrix continued fractions

DOI10.1080/00207728308926452zbMath0535.93024OpenAlexW1997009953MaRDI QIDQ3320218

Daniel W. Repperger

Publication date: 1983

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207728308926452

zbMATH Keywords

matrix continued fractionmatrix Riccati equationdoubling methodpartitioned algorithm approach

Mathematics Subject Classification ID

Numerical computation of solutions to systems of equations (65H10) Matrix equations and identities (15A24) Convergence and divergence of continued fractions (40A15)

Cites Work

• Scattering theory and linear least squares estimation. II: Discrete-time problems
• The matrix sign function and computations in systems
• On Chuang's continued fraction method of model reduction
• A NEW FORMALISM IN PERTURBATION THEORY USING CONTINUED FRACTIONS
• A computer-aided method for the factorization of matrix polynomials†
• Matrix factorization and Chandrasekhar equations techniques in the design of linear quadratic optimal control systems
• Discrete Riccati equation solutions: Partitioned algorithms
• A square root of a matrix approach to obtain the solution to a steady-state matrix Riccati equation
• Second-order convergent algorithms for the steady-state Riccati equation†
• Continued fraction inversion and expansion
• On stable, forward, filtering and fixed-lag smoothing in a class of systems with time delays
• Noncommutative Continued Fractions
• Matrices, polynomials, and linear time-variant systems

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