On the convergence of the accelerated Riccati iteration method

DOI10.1080/00207179.2018.1533253zbMath1453.65085arXiv1705.07748OpenAlexW2963831303WikidataQ129129048 ScholiaQ129129048MaRDI QIDQ5133416

Jianhong Xu, Prasanthan Rajasingam

Publication date: 13 November 2020

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1705.07748

zbMATH Keywords

rate of convergence algebraic Riccati equation Markovian jump linear system positive semidefinite solution accelerated iteration method

Mathematics Subject Classification ID

Matrix equations and identities (15A24) Positive matrices and their generalizations; cones of matrices (15B48) Numerical methods for matrix equations (65F45)

Uses Software

RICPAC

Cites Work

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