Perturbation Theory for Linearly Perturbed Algebraic Riccati Equations |
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| Authors: | Vejdi I Hasanov |
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| Institution: | 1. Faculty of Mathematics and Informatics , Konstantin Preslavsky University of Shumen , Shumen , Bulgaria v.hasanov@fmi.shu-bg.net |
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| Abstract: | The perturbation results for the solutions of two linearly perturbed algebraic Riccati equations are derived. We generalize the results of Sun SIAM J. Matrix Anal. Appl., 19 (1998):39–65] for continuous (CARE) and discrete (DARE) algebraic Riccati equations, respectively. The results are illustrated by numerical examples. |
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| Keywords: | Algebraic Riccati equations Condition numbers Hermitian positive semidefinite solution Perturbation bounds Stability solution |
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