Backward perturbation analysis of the periodic discrete-time algebraic Riccati equation

被引：12

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 | 2004年 / 26卷 / 01期

关键词：

periodic Riccati equation; Hermitian positive semidefinite stabilizing solution set; backward error; residual bound;

D O I：

10.1137/S0895479802414928

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

Normwise backward errors and residual bounds for an approximate Hermitian positive semidefinite solution set to the periodic discrete-time algebraic Riccati equation are obtained. The results are illustrated by using simple numerical examples.

引用

页码：1 / 19

页数：19

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