Improved perturbation estimates for the matrix equations X±A*X-1A = Q

Linear Algebra and Its Applications

Volumn 379, Issue 1-3 SPEC. ISS, 2004, Pages 113-135

  Hasanov, V I ^a   Ivanov, I G ^b   Uhlig, F ^c  

^a SHUMEN UNIVERSITY   (Bulgaria)

^b UNIVERSITY OF SOFIA   (Bulgaria)

^c AUBURN UNIVERSITY   (United States)

Author keywords

Matrix equation; Perturbation; Perturbation estimate; Positive definite matrix; Riccati equation

Indexed keywords

ERROR ANALYSIS; NONLINEAR EQUATIONS; PARAMETER ESTIMATION; PERTURBATION TECHNIQUES; RICCATI EQUATIONS;

DISCRETE MATHEMATICS; HERMITIAN MATRICES; MATRIX QUADRATIC EQUATIONS;

MATRIX ALGEBRA;

EID: 0742320632     PISSN: 00243795     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0024-3795(03)00424-5     Document Type: Conference Paper

References (6)

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4. Gudmundsson T., Kenney C., Laub A.J. Scaling of the discrete-time algebraic Riccati equation to enhance stability of the Schur solution method. IEEE Trans. Automat. Control. 37:1992;513-518.
5. Sun J.-G. Perturbation theory for algebraic Riccati equations. SIAM J. Matrix Anal. Appl. 19:1998;39-65.
6. -1A=P Linear Algebra Appl. 336:2001;61-70.