Perturbation Analysis For Solutions Of Algebraic Riccati Equations
Chun-hui Chen 11 Peking University, Beijing, China
Received 1987-1-12 Revised Online 2006-12-7
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.