It is presented a perturbation analysis of the algebraic Riccati equation. The conditioning of the problem is studied, under perturbations of all input data. Moreover numerical examples are presented, showing the tightness or our bounds.
Perturbation analysis of algebraic Riccati equations
Codenotti B;Favati P;
1986
Abstract
It is presented a perturbation analysis of the algebraic Riccati equation. The conditioning of the problem is studied, under perturbations of all input data. Moreover numerical examples are presented, showing the tightness or our bounds.File in questo prodotto:
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