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


Perturbation Analysis For Solutions Of Algebraic Riccati Equations

Chun-hui Chen 1

1 Peking University, Beijing, China

Received 1987-1-12 Revised Online 2006-12-7
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.

Key words:

 

The Global Science Journal