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

DOI10.1080/00207728308926452MaRDI QIDQ3320218zbMATH OpenOpenAlexFDO

Authors Daniel W. Repperger

Publication date 1983

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

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

zbMATH Keywords

doubling methodmatrix continued fractionmatrix Riccati equationpartitioned algorithm approach

Mathematics Subject Classification ID

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

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Cites work

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

Cited in

(3)

• Quadratic operator equations and periodic operator continued fractions
• Doubling algorithm for continuous-time algebraic Riccati equation
• Iterative and doubling algorithms for Riccati‐type matrix equations: A comparative introduction

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