Upper bounds in the algebraic Riccati equation under perturbations of the coefficients
Shigē Péng, Carlos E. de Souza · 1990
The authors address the problem of estimating the size of the perturbations on the stabilizing solution of the continuous-time algebraic Riccati equation when its coefficient matrices are subject to small perturbations. Upper bounds on the norm of the perturbations on the stabilizing solution are presented. Moreover, is is shown that these perturbations can be determined as a single-valued continuous function of the perturbations in the coefficients of the Riccati equation.>