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PERTURBATION ANALYSIS FOR SOLUTIONS OF ALGEBRAIC RICCATI EQUATIONS

Chen Chun-hui and 陈俊辉
Journal of Computational Mathematics
Vol. 6, No. 4 (OCTOBER 1988), pp. 336-347
Stable URL: http://www.jstor.org/stable/43692402
Page Count: 12
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Since scans are not currently available to screen readers, please contact JSTOR User Support for access. We'll provide a PDF copy for your screen reader.
PERTURBATION ANALYSIS FOR SOLUTIONS OF ALGEBRAIC RICCATI EQUATIONS
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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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