Comments on "Scaling of the discrete-time algebraic Riccati equation to enhance stability of the Schur solution method" [with reply

Abstract

It is pointed out that a relative error bound of the solution of the discrete Riccati equation derived in the above-titled work by T. Gudmundson et al. (ibid., vol.37, no.4, pp.513-518. Apr. 1992) is already available in previously published literature. In reply, Gudmundson et al. point out that the main point in their paper was simply to note that apparent instability of the Schur method for discrete time Riccati equations wa due to improper scaling and the proposed a scaling procedure for dealing with the problem.< <ETX xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">&gt;</ETX>