Backward error, sensitivity, and refinement of computed solutions of algebraic Riccati equations.
Ali R. GhavimiAlan J. LaubPublished in: Numer. Linear Algebra Appl. (1995)
Keyphrases
- polynomial equations
- stochastic differential equations
- differential equations
- boundary value problem
- error bounds
- optimal solution
- high sensitivity
- error rate
- particle swarm optimization
- real time
- feasible solution
- mathematical model
- closed form solutions
- bi directional
- numerical algorithms
- maximum a posteriori estimation
- hamilton jacobi
- search algorithm