Perturbation Analysis for Solutions of Algebraic Riccati Equations

Perturbation Analysis for Solutions of Algebraic Riccati Equations

Year:    1988

Author:    Chun-Hui Chen

Journal of Computational Mathematics, Vol. 6 (1988), Iss. 4 : pp. 336–347

Abstract

This paper discusses the conditioning of algebraic Riccati equations, i.e. the influence of perturbations in data on the positive semi-definite solution. A perturbation bound for the solution is given.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/1988-JCM-9522

Journal of Computational Mathematics, Vol. 6 (1988), Iss. 4 : pp. 336–347

Published online:    1988-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    12

Keywords:   

Author Details

Chun-Hui Chen