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

DOI10.11650/TJM.19.2015.4546zbMATH Open1357.34034OpenAlexW2097727329MaRDI QIDQ514829FDOQ514829

Authors: 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

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zbMATH Keywords

convergenceglobal solution\(M\)-matrixminimal nonnegative solutionalgebraic Riccati equationRiccati differential equationdoubling algorithm

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Nonsymmetric algebraic Riccati equations and Wiener-Hopf factorization for M-matrices
• On the Doubling Algorithm for a (Shifted) Nonsymmetric Algebraic Riccati Equation
• Matrix Riccati equations in control and systems theory
• Title not available (Why is that?)
• Alternating-directional doubling algorithm for \(M\)-matrix algebraic Riccati equations
• A note on the minimal nonnegative solution of a nonsymmetric algebraic Riccati equation
• Convergence analysis of the doubling algorithm for several nonlinear matrix equations in the critical case
• 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

Cited In (3)

• Convergence of the solution of a nonsymmetric matrix Riccati differential equation to its stable equilibrium solution
• Convergence in \(L^ 2\) of solutions of equations with a small matrix as coefficient at the derivative
• Doubling algorithm for nonsymmetric algebraic Riccati equations based on a generalized transformation

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