Abstract
In this paper, we consider three already known perturbation estimates of the solution to the symmetric matrix Riccati differential equation. The aim of the paper is to analyse experimentally the effectiveness of the bounds considered, to compare their sharpness for problems with increasing conditioning, and to specify the area of application of the bounds analysed. The analytical solution to the scalar Riccati differential equation of one of the experimental models is proved in theorem. The results suggest a new field of research.
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