Optimization and Systems Theory Seminar
Friday, May 15, 1998, 11.00-12.00, Room 3733, Lindstedtsvägen 25

Professor Ji-Guang Sun
Department of Computing Science
Umeå University
E-mail: jisun@cs.umu .se

Perturbation theory for algebraic Riccati equations

Consider the continuous-time algebraic Riccati equation (CARE)
and the discrete-time algebraic Riccati equation (DARE)
Appropriate assumptions on the coefficient matrices guarantee the existence and uniqueness of the Hermitian positive semi-definite (p.s.d.) solution (or the stabilizing solution).

The central question of perturbation theory for an algebraic Riccati equation is: How does the Hermitian p.s.d. solution (or the stabilizing solution) X change when the coefficient matrices are subject to perturbations. In this talk, we describe a technique for obtaining new perturbation results of the CARE and the DARE. The new results are derived in a uniform manner, and which improve the existing results in the literature.

Calendar of seminars
Last update: May 14, 1998 by Anders Forsgren, andersf@math.kth.se.