Backward error for the discrete-time algebraic Riccati equation

DOI10.1016/S0024-3795(96)00283-2zbMATH Open0883.93041WikidataQ127433726 ScholiaQ127433726MaRDI QIDQ1362633FDOQ1362633

Ji-guang Sun

Publication date: 5 August 1997

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

zbMATH Keywords

discrete-timebackward erroralgebraic Riccati equationSchauder fixed pointpersistance of solutions to perturbed equations

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Perturbations in control/observation systems (93C73) Matrix equations and identities (15A24)

Cites Work

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• A Schur method for solving algebraic Riccati equations
• On the Compatibility of a Given Solution With the Data of a Linear System
• A Perturbation Analysis of the Generalized Sylvester Equation $( AR - LB,DR - LE ) = ( C,F )$
• Backward Error and Condition of Structured Linear Systems
• Backward error, sensitivity, and refinement of computed solutions of algebraic Riccati equations
• On the numerical solution of the discrete-time algebraic Riccati equation
• Perturbation theory and backward error for \(AX - XB = C\)
• A Symplectic Orthogonal Method for Single Input or Single Output Discrete Time Optimal Quadratic Control Problems
• Scaling of the discrete-time algebraic Riccati equation to enhance stability of the Schur solution method
• Title not available (Why is that?)

Cited In (9)

• Backward Perturbation Analysis of the Periodic Discrete-Time Algebraic Riccati Equation
• Condition number and backward errors of nonsymmetric algebraic Riccati equation
• Backward error, sensitivity, and refinement of computed solutions of algebraic Riccati equations
• Sensitivity analysis of the discrete-time algebraic Riccati equation
• On the convergence of inexact Newton methods for discrete-time algebraic Riccati equations
• Solvability theory and iteration method for one self-adjoint polynomial matrix equation
• Perturbation analysis of a quadratic matrix equation associated with an \(M\)-matrix
• Perturbation analysis of the maximal solution of the matrix equation \(X+A^*X^{-1}A=P\). II
• Block Arnoldi-based methods for large scale discrete-time algebraic Riccati equations

Uses Software

• RICPAC

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