Volume 6, Issue 4
Perturbation Analysis for Solutions of Algebraic Riccati Equations

Chun-hui Chen

J. Comp. Math., 6 (1988), pp. 336-347

Preview Full PDF BiBTex 0 385
  • 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.

  • History

Published online: 1988-06

  • Keywords

  • AMS Subject Headings

  • Cited by