Perturbation Analysis of Matrix Quadratic Equations

Μ.Μ. Konstantinov, Petko H. Petkov, Nicolai D. Christov · SIAM Journal on Scientific and Statistical Computing · 1990

Nonlocal perturbation analysis of a general type matrix quadratic equation is presented using the technique of contractive operators. The continuous-time algebraic matrix Riccati equation arising in linear-quadratic optimization is considered as a particular case.

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