Czech Digital Mathematics Library (Institute of Mathematics CAS) · 1993 · 35 citations · 7 references
Open access
Natural SciencesMathematicsPhysicsDifferential EquationsDynamical SystemsNonlinear DynamicsNumerical AnalysisNumerical StabilityPerturbation MethodsPerturbation TheoryStability TheoryMatrix Perturbation TheoryPerturbation AnalysisPerturbation Of Initial Value ProblemsPerturbation Of Nonlinear Differential EquationsSingular Perturbation Analysis
The sensitivity of the discrete-time matrix Riccati equation relative to perturbations in its coefficients is studied.Both local and non-local perturbation bounds are obtained.In particular the conditioning of the equation is determined.
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