Backward error for the discrete-time algebraic Riccati equation

DOI10.1016/S0024-3795(96)00283-2zbMath0883.93041WikidataQ127433726 ScholiaQ127433726MaRDI QIDQ1362633

Ji-guang Sun

Publication date: 5 August 1997

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

zbMATH Keywords

algebraic Riccati equationdiscrete-timebackward errorSchauder 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)

Related Items (7)

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

Uses Software

• RICPAC

Cites Work

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• Backward Error and Condition of Structured Linear Systems
• Scaling of the discrete-time algebraic Riccati equation to enhance stability of the Schur solution method
• A Perturbation Analysis of the Generalized Sylvester Equation $( AR - LB,DR - LE ) = ( C,F )$
• Backward error, sensitivity, and refinement of computed solutions of algebraic Riccati equations
• On the Compatibility of a Given Solution With the Data of a Linear System

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