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The convergence rate of continued fractions representing solutions of a Riccati equation
Authors:Wolfram Luther
Institution:IIIS, University of Duisburg-Essen, D-47057 Duisburg, Germany
Abstract:The aim of this note is to generalize and apply results on matrix continued fractions representing the solution of discrete matrix Riccati equations. Assuming uniform bounds for the norm of the matrix coefficients of the continued fraction, the minimal and maximal solutions of the corresponding algebraic Riccati equation can be accurately enclosed.
Keywords:primary  65G20  secondary  65Q05  40A15
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