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

页码：39 / 65

页数：27

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