A class of fixed point iteration for the coupled algebraic Riccati equation

被引：0
|
作者：
Juan Zhang
Jianzhou Liu
Fangfang Luo
机构：
[1] Xiangtan University,Key Laboratory of Intelligent Computing and Information Processing of Ministry of Education, Hunan Key Laboratory for Computation and Simulation in Science and Engineering, Department of Mathematics and Computational Science
来源：
Journal of Applied Mathematics and Computing | 2022年 / 68卷
关键词：
Fixed point iterative method; Positive solution; Coupled Riccati equation;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
In this paper, we consider the positive solution of the coupled algebraic Riccati equation. If this equation has a positive solution, the existence and convergence rate for the solution is discussed. Additionally, we show special properties for the positive solution of this equation. Further, a fixed point iteration method for the minimal positive solution of the coupled algebraic Riccati equation is proposed. Finally, we offer corresponding numerical examples to show the effectiveness of the derived results.
引用
收藏
页码：4119 / 4133
页数：14
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