On the solution of the rational matrix equation \(X=Q+LX^{ - 1}L^{T}\)

DOI10.1155/2007/21850zbMath1168.15310DBLPjournals/ejasp/BennerF07OpenAlexW1585848380WikidataQ59214459 ScholiaQ59214459MaRDI QIDQ836501

Peter Benner, Heike Fassbender

Publication date: 1 September 2009

Published in: EURASIP Journal on Advances in Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2007/21850

Mathematics Subject Classification ID

Basic linear algebra (15A99) Probabilistic methods, stochastic differential equations (65C99)

Related Items (6)

Positive fixed points for a class of nonlinear operators and applications ⋮ Positive definite solution of the matrix equation \(X = Q - A{^*}X^{-1}A + B{^*}X^{- 1}B\) via Bhaskar-Lakshmikantham fixed point theorem ⋮ A note on the fixed-point iteration for the matrix equations \(X \pm A^* X^{-1}A=I\) ⋮ Thompson metric method for solving a class of nonlinear matrix equation ⋮ PERTURBATION ANAYSIS FOR THE MATRIX EQUATION X = I - A^*X^-1A + B^*X^-1B ⋮ Elementwise Minimal Nonnegative Solutions for a Class of Nonlinear Matrix Equations

Cites Work

• An inverse free parallel spectral divide and conquer algorithm for nonsymmetric eigenproblems
• Modeling and estimation of discrete-time Gaussian reciprocal processes
• On the numerical solution of the discrete-time algebraic Riccati equation
• A numerical algorithm to solve<tex>A^{T}XA - X = Q</tex>
• Second-order convergent algorithms for the steady-state Riccati equation†
• Iterative solution of two matrix equations
• Theory of Decomposition and Bulge-Chasing Algorithms for the Generalized Eigenvalue Problem
• Solution of the Sylvester matrix equation AXB ^T + CXD ^T = E
• Structure-Preserving Algorithms for Periodic Discrete-Time Algebraic Riccati Equations
• Convergence Analysis of Structure-Preserving Doubling Algorithms for Riccati-Type Matrix Equations

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