| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 4643059 | Journal of Computational and Applied Mathematics | 2007 | 6 Pages |
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Wolfram Luther,