Perturbation Theory for Linearly Perturbed Algebraic Riccati Equations

DOI10.1080/01630563.2014.895765zbMATH Open1303.15019OpenAlexW2038534223MaRDI QIDQ2929516FDOQ2929516

V. I. Hasanov

Publication date: 12 November 2014

Published in: Numerical Functional Analysis and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01630563.2014.895765

zbMATH Keywords

numerical examplesalgebraic Riccati equationscondition numbersperturbation boundsstability solutionHermitian positive semidefinite solution

Mathematics Subject Classification ID

Miscellaneous inequalities involving matrices (15A45) Matrix equations and identities (15A24)

Cites Work

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• On an infinite dimensional perturbed Riccati differential equation arising in stochastic control
• Perturbation theory for matrix equations
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• On the matrix equation arising in an interpolation problem
• Properties of Stein (Lyapunov) iterations for solving a general Riccati equation
• A new approach to lineary perturbed Riccati equations arising in stochastic control
• An algorithm for solving a perturbed algebraic Riccati equation
• Solution of the state-dependent noise optimal control problem in terms of Lyapunov iterations
• Existence and comparison theorems for algebraic Riccati equations and Riccati differential and difference equations
• Discussion on: ``An algorithm for solving a perturbed algebraic Riccati equation

Cited In (8)

• The $\mathcal{H}_2$-optimal Control Problem of CSVIU Systems: Discounted, Counterdiscounted, and Long-Run Solutions
• Backward Perturbation Analysis of the Periodic Discrete-Time Algebraic Riccati Equation
• On linear perturbations of the Ricker model
• Title not available (Why is that?)
• On damped algebraic Riccati equations
• Splitting iteration methods to solve non-symmetric algebraic Riccati matrix equation \(YAY-YB-CY+D=0\)
• Weight splitting iteration methods to solve quadratic nonlinear matrix equation \(MY^2+NY+P=0\)
• The H∞‐optimal control problem of CSVIU systems

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