Automatica, Vol.45, No.4, 1005-1011, 2009
Perturbation analysis and condition numbers of symmetric algebraic Riccati equations
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. (C) 2008 Elsevier Ltd. All rights reserved.