QUADRATIC OPERATOR-EQUATIONS AND PERIODIC OPERATOR CONTINUED FRACTIONS

被引:5
作者
BUSBY, RC
FAIR, W
机构
[1] DREXEL UNIV,DEPT MATH & COMP SCI,PHILADELPHIA,PA 19104
[2] ECKERD COLL,ST PETERSBURG,FL 33711
关键词
CONTINUED FRACTION; MATRIX RICCATI EQUATION; CONTROL THEORY;
D O I
10.1016/0377-0427(94)90258-5
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Conditions are given that assure convergence of an operator-valued periodic continued fraction of period two. These results and techniques are applied to get a solution of the quadratic operator equation in a complex Hilbert space. Special attention is then given to the important case of the quadratic matrix equation connected with the steady-state solution of the matrix Riccati equation from control theory. It is shown that a modification of the traditional matrix power approximation technique leads to a new, efficient and highly simplified method of approximating the unique nonnegative definite solution that exists in many important special cases.
引用
收藏
页码:377 / 387
页数:11
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