Ying-Xiong Xiao

Convergence Analysis of a New Inversion-Free Iterative Algorithm for the Discrete Algebraic Riccati Equation

In this paper, motivated by the Schulz method for finding the inverse of a nonsingular matrix, an inverse-free iterative algorithm for solving the discrete algebraic Riccati equation (DARE) is given in its transformation form. The convergence of the proposed algorithm is proved. Compared with some existing algorithms,...