The convergence rate of continued fractions representing solutions of a Riccati equation
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.
 Publication:

Journal of Computational and Applied Mathematics
 Pub Date:
 February 2007
 Bibcode:
 2007JCoAM.199..271L
 Keywords:

 Matrix continued fractions;
 Threeterm recurrence relation;
 Discrete matrix Riccati equation;
 Convergence rate