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Journal article

Perturbation analysis and condition numbers of symmetric algebraic Riccati equations

Abstract

This paper is devoted to the perturbation analysis of symmetric algebraic Riccati equations. Based on our perturbation analysis, the upper bounds for the normwise, mixed and componentwise condition numbers are presented. The results are demonstrated by our preliminary numerical experiments.

Authors

Zhou L; Lin Y; Wei Y; Qiao S

Journal

Automatica, Vol. 45, No. 4, pp. 1005–1011

Publisher

Elsevier

Publication Date

April 1, 2009

DOI

10.1016/j.automatica.2008.11.010

ISSN

0005-1098

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