Convergence of the solution of a nonsymmetric matrix Riccati differential equation to its stable equilibrium solution
نویسندگان
چکیده
منابع مشابه
Iterative Solution of a Nonsymmetric Algebraic Riccati Equation
We study the nonsymmetric algebraic Riccati equation whose four coefficient matrices are the blocks of a nonsingular M -matrix or an irreducible singular M -matrix M . The solution of practical interest is the minimal nonnegative solution. We show that Newton’s method with zero initial guess can be used to find this solution without any further assumptions. We also present a qualitative perturb...
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ژورنال
عنوان ژورنال: Journal of Mathematical Analysis and Applications
سال: 2006
ISSN: 0022-247X
DOI: 10.1016/j.jmaa.2005.06.040