Backward Perturbation Analysis of the Periodic Discrete-Time Algebraic Riccati Equation | Zendy

Jiguang Sun | Zendy

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Backward Perturbation Analysis of the Periodic Discrete-Time Algebraic Riccati Equation

Author(s) -

Jiguang Sun

Publication year - 2004

Publication title -

siam journal on matrix analysis and applications

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 1.268

H-Index - 101

eISSN - 1095-7162

pISSN - 0895-4798

DOI - 10.1137/s0895479802414928

Subject(s) - mathematics , algebraic riccati equation , riccati equation , hermitian matrix , algebraic number , discrete time and continuous time , perturbation (astronomy) , residual , mathematical analysis , pure mathematics , differential equation , algorithm , statistics , physics , quantum mechanics

Normwise backward errors and residual bounds for an approximate Hermitian positive semidefinite solution set to the periodic discrete-time algebraic Riccati equation are obtained. The results are illustrated by using simple numerical examples.

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