PERTURBATION ANALYSIS OF THE DISCRETE RICCATI EQUATION

Authors
KONSTANTINOV MM PETKOV PH CHRISTOV ND
Citation
Mm. Konstantinov et al., PERTURBATION ANALYSIS OF THE DISCRETE RICCATI EQUATION, Kybernetika, 29(1), 1993, pp. 18-29
Citations number
12
Categorie Soggetti
Controlo Theory & Cybernetics","Computer Applications & Cybernetics
Journal title
Kybernetika → ACNP
ISSN journal
00235954
Volume
29
Issue
1
Year of publication
1993
Pages
18 - 29
Database
ISI
SICI code
0023-5954(1993)29:1<18:PAOTDR>2.0.ZU;2-U
Abstract
The sensitivity of the discrete-time matrix Riccati equation relative to perturbations in its coefficients is studied. Both local and non-lo cal perturbation bounds are obtained. In particular the conditioning o f the equation is determined.