Perturbation theory for algebraic Riccati equations

被引：49
|
作者：
Sun, JG [1 ]
机构：
[1] Umea Univ, Dept Comp Sci, S-90187 Umea, Sweden
来源：
SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS | 1998年 / 19卷 / 01期
关键词：
algebraic Riccati equations; Hermitian positive semidefinite solution; perturbation bound; condition number;
D O I：
10.1137/S0895479895291303
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
New perturbation results for the two different algebraic Riccati equations (continuous time and discrete time) are derived in a uniform manner. The new results are illustrated by numerical examples.
引用
收藏
页码：39 / 65
页数：27
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