The convergence analysis of an accelerated iteration for solving algebraic Riccati equations
DOI10.1016/j.jfranklin.2021.11.003zbMath1489.65061arXiv2110.11706OpenAlexW3209631365MaRDI QIDQ2068332
Publication date: 19 January 2022
Published in: Journal of the Franklin Institute (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2110.11706
discrete-time algebraic Riccati equationstabilizing solution\(R\)-linear convergence\(R\)-superlinear convergenceorder-preserving matrix operator
Matrix equations and identities (15A24) Methods involving semicontinuity and convergence; relaxation (49J45) Iterative numerical methods for linear systems (65F10) Existence theories for optimal control problems involving relations other than differential equations (49J21) Numerical methods for matrix equations (65F45)
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