Perturbation Analysis of the Periodic Discrete-Time Algebraic Riccati Equation
Wen‐Wei Lin, Jiguang Sun · SIAM Journal on Matrix Analysis and Applications · 2002
This paper is devoted to the perturbation analysis for the periodic discrete-time algebraic Riccati equations (P-DAREs). Perturbation bounds and condition numbers of the Hermitian positive semidefinite solution set to the P-DAREs are obtained. The results are illustrated by numerical examples.