Concepedia

Perturbation analysis of the discrete Riccati equation

Μ.Μ. Konstantinov, Petko H. Petkov, Nicolaï Christov

Czech digital mathematics library · 1993 · 35 citations · 7 references

Open access

Abstract

The sensitivity of the discrete-time matrix Riccati equation relative to perturbations in its coefficients is studied.Both local and non-local perturbation bounds are obtained.In particular the conditioning of the equation is determined.

References

7

On the numerical solution of the discrete-time algebraic Riccati equation

Thrasyvoulos N. Pappas, Alan J. Laub, N. Sandell · IEEE Transactions on Automatic Control · 1980 · 356 citations · Full text

Numerical Analysis, Singularly Perturbed Problem, Ill-conditioned Transition Matrix +10

The Sensitivity of the Algebraic and Differential Riccati Equations

Charles Kenney, Gary A. Hewer · SIAM Journal on Control and Optimization · 1990 · 85 citations

Spectral Theory, Engineering, Geometric Partial Differential Equation +7

Sensitivity of the stable discrete-time Lyapunov equation

P. Gahinet, Alan J. Laub, Charles Kenney et al. · IEEE Transactions on Automatic Control · 1990 · 65 citations

Engineering, Lyapunov Analysis, Robust Control +9

Computable Bounds for the Sensitivity of the Algebraic Riccati Equation

P. Gahinet, Alan J. Laub · SIAM Journal on Control and Optimization · 1990 · 27 citations

Mathematical Programming, Numerical Analysis, Topological Properties +16

Perturbation Analysis of Linear Control Problems

Μ.Μ. Konstantinov, Nicolaï Christov, Petko H. Petkov · IFAC Proceedings Volumes · 1987 · 22 citations

Linear Control Problems, Perturbation Method, Singularly Perturbed Problem +3