Brief paper: Perturbation analysis and condition numbers of symmetric algebraic Riccati equations

Authors:
Liangmin Zhou;Yiqin Lin;Yimin Wei;Sanzheng Qiao
Affiliations:
Institute of Mathematics, School of Mathematical Science, Fudan University, Shanghai, 200433, PR China and Key Laboratory of Nonlinear Science (Fudan University), Education of Ministry, PR China;Department of Mathematics and Computational Science, Hunan University of Science and Engineering, Yongzhou, 425100, PR China;Institute of Mathematics, School of Mathematical Science, Fudan University, Shanghai, 200433, PR China and Key Laboratory of Nonlinear Science (Fudan University), Education of Ministry, PR China;Department of Computing and Software, McMaster University, Hamilton, ON L8S 4K1, Canada
Venue:
Automatica (Journal of IFAC)
Year:
2009

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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.