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dc.contributor.authorGuo, Chun-Hua
dc.contributor.authorYu, Bo
dc.date.accessioned2014-04-23T04:05:40Z
dc.date.available2014-04-23T04:05:40Z
dc.date.issued2014-04-22
dc.identifier.urihttp://hdl.handle.net/10294/5256
dc.description.abstractThe initial value problem for a matrix Riccati differential equation associated with an $M$-matrix is known to have a global solution $X(t)$ on $[0, \infty)$ when $X(0)$ takes values from a suitable set of nonnegative matrices. It is also known, except for the critical case, that as $t$ goes to infinity $X(t)$ converges to the minimal nonnegative solution of the corresponding algebraic Riccati equation. In this paper we present a new approach for proving the convergence, which is based on the doubling procedure and is also valid for the critical case. The approach also provides a way for solving the initial value problem and a new doubling algorithm for computing the minimal nonnegative solution of the algebraic Riccati equation.en_US
dc.description.sponsorshipNSERC, NSFCen_US
dc.language.isoenen_US
dc.subjectRiccati differential equationen_US
dc.subjectM-matrixen_US
dc.subjectGlobal solutionen_US
dc.subjectConvergenceen_US
dc.subjectDoubling algorithmen_US
dc.subjectAlgebraic Riccati equationen_US
dc.subjectMinimal nonnegative solutionen_US
dc.titleA convergence result for matrix Riccati differential equations associated with M-matricesen_US
dc.typeArticleen_US
dc.description.authorstatusFacultyen_US
dc.description.peerreviewyesen_US


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