Perturbation Theory for Linearly Perturbed Algebraic Riccati Equations
Vejdi I. Hasanov · Numerical Functional Analysis and Optimization · 2014
The perturbation results for the solutions of two linearly perturbed algebraic Riccati equations are derived. We generalize the results of Sun [SIAM J. Matrix Anal. Appl., 19 (1998):39–65] for continuous (CARE) and discrete (DARE) algebraic Riccati equations, respectively. The results are illustrated by numerical examples.