RATIONAL MATRIX APPROXIMATION WITH A-PRIORI ERROR-BOUNDS FOR NONSYMMETRICAL MATRIX RICCATI-EQUATIONS WITH ANALYTIC COEFFICIENTS

In this paper the exact solution of the non-symmetric matrix Riccati e quation with analytic coefficients is approximated by a rational matri x function with a prefixed accuracy. This rational matrix function is locally defined as the exact solution of a Riccati problem with matrix polynomial coefficients obtained by truncation of the Taylor expansio ns of the matrix coefficients of the original problem.