dc.contributor.author Guo, Chun-Hua dc.contributor.author Yu, Bo dc.date.accessioned 2014-04-23T04:05:40Z dc.date.available 2014-04-23T04:05:40Z dc.date.issued 2014-04-22 dc.identifier.uri http://hdl.handle.net/10294/5256 dc.description.abstract The 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.sponsorship NSERC, NSFC en_US dc.language.iso en en_US dc.subject Riccati differential equation en_US dc.subject M-matrix en_US dc.subject Global solution en_US dc.subject Convergence en_US dc.subject Doubling algorithm en_US dc.subject Algebraic Riccati equation en_US dc.subject Minimal nonnegative solution en_US dc.title A convergence result for matrix Riccati differential equations associated with M-matrices en_US dc.type Article en_US dc.description.authorstatus Faculty en_US dc.description.peerreview yes en_US
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