Residual bounds of approximate solutions of the discrete-time algebraic Riccati equation

DOI10.1007/s002110050321zbMath0888.65051OpenAlexW2067914565MaRDI QIDQ1377025

Ji-guang Sun

Publication date: 1 February 1998

Published in: Numerische Mathematik (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s002110050321

zbMATH Keywords

numerical exampleperturbation theoryerror boundsquadratic optimizationdiscrete-time algebraic Riccati equationlinear control theoryapproximate Hermitian solution

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Discrete-time control/observation systems (93C55) Matrix equations and identities (15A24)

Related Items (4)

Perturbation analysis of the stochastic algebraic Riccati equation ⋮ Krylov subspace methods for discrete-time algebraic Riccati equations ⋮ Perturbation analysis and condition numbers of symmetric algebraic Riccati equations ⋮ Sensitivity analysis of the discrete-time algebraic Riccati equation

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