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In this paper, an implicit iterative algorithm is developed to obtain the unique positive definite solution of the generalized algebraic Riccati matrix equation. For this proposed algorithm, there exisits a tuning parameter which can be chosen such that this algorithm achieves better convergence performance. Some convergence results are given for the proposed algorithm. Moreover, an approach is also...
In this paper, an implicit iterative algorithm is proposed to obtain the unique positive definite solution of the continuous algebraic Riccati matrix equation. In this proposed algorithm, there exists a tuning parameter which can be appropriately chosen such that the algorithm achieves better convergence performance. A sufficient condition is given for the convergence of the proposed algorithm. Moreover,...
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