Perturbation Theory for Algebraic Riccati Equations
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Publication:4389058
DOI10.1137/S0895479895291303zbMath0914.15009MaRDI QIDQ4389058
Publication date: 11 May 1998
Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)
numerical examplescondition numberalgebraic Riccati equationsperturbation boundHermitian positive semidefinite solution
Related Items (25)
Perturbation Theory for Linearly Perturbed Algebraic Riccati Equations ⋮ Perturbation bounds and characterisation of the solution of the associated algebraic Riccati equation ⋮ A structured condition number for self-adjoint polynomial matrix equations with applications in linear control ⋮ New upper bounds on the solution matrix to the continuous algebraic Riccati matrix equation ⋮ Hermitian Polynomial Matrix Equations and Applications ⋮ Backward perturbation analysis for the matrix equation \(A^T X A + B^T Y B = D\) ⋮ Perturbation analysis of the matrix equation \(X=Q+A^{\text H}(\widehat X-C)^{-1}A\) ⋮ Improved perturbation estimates for the matrix equations \(X \pm A^{*} X^{-1} A=Q\). ⋮ Structured condition numbers and small sample condition estimation of symmetric algebraic Riccati equations ⋮ Perturbation analysis of the stochastic algebraic Riccati equation ⋮ New upper solution bounds for perturbed continuous algebraic Riccati equations applied to automatic control ⋮ An Arnoldi based algorithm for large algebraic Riccati equations ⋮ Sensitivity analysis of long-term cash flows ⋮ Perturbation analysis of a quadratic matrix equation associated with an \(M\)-matrix ⋮ Perturbation Bounds for Certain Matrix Expressions and Numerical Solution of Matrix Equations ⋮ Structured doubling algorithms for weakly stabilizing Hermitian solutions of algebraic Riccati equations ⋮ Improved perturbation bounds for general quadratic matrix equations ⋮ Perturbation analysis of an eigenvector-dependent nonlinear eigenvalue problem with applications ⋮ Perturbation analysis and condition numbers of symmetric algebraic Riccati equations ⋮ On the computation of the optimal \(\mathbf H_\infty\) norms for two feedback control problems ⋮ Sensitivity analysis of the discrete-time algebraic Riccati equation ⋮ The Riccati algorithm for eigenvalues and invariant subspaces of matrices with inexpensive action ⋮ Min-max robust control in LQ-differential games ⋮ Singular Perturbation of Zero-Sum Linear-Quadratic Stochastic Differential Games ⋮ Condition numbers of algebraic Riccati equations in the Frobenius norm
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