A convergence result for matrix Riccati differential equations associated with \(m\)-matrices

DOI10.11650/tjm.19.2015.4546zbMath1357.34034OpenAlexW2097727329MaRDI QIDQ514829

Chun-Hua Guo, Bo Yu

Publication date: 9 March 2017

Published in: Taiwanese Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.11650/tjm.19.2015.4546

zbMATH Keywords

convergencealgebraic Riccati equation\(M\)-matrixglobal solutionRiccati differential equationminimal nonnegative solutiondoubling algorithm

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Theoretical approximation of solutions to ordinary differential equations (34A45) Positive matrices and their generalizations; cones of matrices (15B48) Asymptotic properties of solutions to ordinary differential equations (34D05)

Related Items (1)

Doubling Algorithm for Nonsymmetric Algebraic Riccati Equations Based on a Generalized Transformation

Cites Work

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• Matrix Riccati equations in control and systems theory
• A note on the minimal nonnegative solution of a nonsymmetric algebraic Riccati equation
• Convergence of the time-invariant Riccati differential equation towards its strong solution for stabilizable systems
• Convergence of the solution of a nonsymmetric matrix Riccati differential equation to its stable equilibrium solution
• Nonsymmetric Algebraic Riccati Equations and Wiener--Hopf Factorization for M-Matrices
• Alternating-directional Doubling Algorithm for M-Matrix Algebraic Riccati Equations
• On the Doubling Algorithm for a (Shifted) Nonsymmetric Algebraic Riccati Equation
• Convergence Analysis of the Doubling Algorithm for Several Nonlinear Matrix Equations in the Critical Case

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