ABSTRACT
In this paper, we establish results fully addressing two open problems proposed recently by I. Ivanov, see Nonlinear Analysis 69 (2008) 4012–4024, with respect to the convergence of the accelerated Riccati iteration method for solving the continuous coupled algebraic Riccati equation, or CCARE for short. These results confirm several desirable features of that method, including the monotonicity and boundedness of the sequences it produces, its capability of determining whether the CCARE has a solution, the extremal solutions it computes under certain circumstances, and its faster convergence than the regular Riccati iteration method.
Acknowledgments
The authors would like to thank the anonymous reviewers for their constructive comments, which have led to many improvements in the presentation of our results.
Disclosure statement
No potential conflict of interest was reported by the authors.