The convergence rate of continued fractions representing solutions of a Riccati equation |
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Authors: | Wolfram Luther |
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Institution: | IIIS, University of Duisburg-Essen, D-47057 Duisburg, Germany |
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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. |
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Keywords: | primary 65G20 secondary 65Q05 40A15 |
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