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Perturbation Analysis for Solutions of Algebraic Riccati Equations |
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| Authors: | Chun-Hui Chen |
| 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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| 点击此处可从《计算数学(英文版)》浏览原始摘要信息 | |