Perturbation analysis of the discrete Riccati equation

Michail M. Konstantinov; Petko Hr. Petkov; Nicolai D. Christov

Kybernetika (1993)

  • Volume: 29, Issue: 1, page 18-29
  • ISSN: 0023-5954

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Konstantinov, Michail M., Petkov, Petko Hr., and Christov, Nicolai D.. "Perturbation analysis of the discrete Riccati equation." Kybernetika 29.1 (1993): 18-29. <http://eudml.org/doc/27707>.

@article{Konstantinov1993,
author = {Konstantinov, Michail M., Petkov, Petko Hr., Christov, Nicolai D.},
journal = {Kybernetika},
keywords = {discrete-time matrix Riccati equation},
language = {eng},
number = {1},
pages = {18-29},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Perturbation analysis of the discrete Riccati equation},
url = {http://eudml.org/doc/27707},
volume = {29},
year = {1993},
}

TY - JOUR
AU - Konstantinov, Michail M.
AU - Petkov, Petko Hr.
AU - Christov, Nicolai D.
TI - Perturbation analysis of the discrete Riccati equation
JO - Kybernetika
PY - 1993
PB - Institute of Information Theory and Automation AS CR
VL - 29
IS - 1
SP - 18
EP - 29
LA - eng
KW - discrete-time matrix Riccati equation
UR - http://eudml.org/doc/27707
ER -

References

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  1. P. Hr. Petkov N. D. Christov, M. M. Konstantinov, Computational Methods for Linear Control Systems, Prentice Hall, New York 1991. (1991) 
  2. R. Byers, Numerical condition of the algebraic Riccati equation, Contemporary Math. 47 (1985), 35-49. (1985) Zbl0579.65037MR0828291
  3. M. M. Konstantinov P. Hr. Petkov, N. D. Christov, Perturbation analysis of the continuous and discrete matrix Riccati equations, Proc. 1986 ACC, Seattle, vol. 1, 636-639. (1986) 
  4. M. M. Konstantinov N. D. Christov, P. Hr. Petkov, Perturbation analysis of linear control problems, Prepr. IFAC 10th World Congress, Munich 1987, vol. 9, pp. 16-21, Pergamon Press, Oxford 1987. (1987) 
  5. C. Kenney, G. Hewer, The sensitivity of the algebraic and differential Riccati equations, SIAM J. Control Optim. 28 (1990), 50-69. (1990) Zbl0695.65025MR1035972
  6. P. Gahinet, A. Laub, Computable bounds for the sensitivity of the algebraic Riccati equation, SIAM J. Control Optim. 2<S(1990), 1461-1480. (1990) Zbl0728.93022MR1075213
  7. M. M. Konstantinov P. Hr. Petkov, N. D. Christov, Perturbation analysis of matrix quadratic equations, SIAM J. Sci. Stat. Comput. 11 (1990), 1159-1163. (1990) MR1068502
  8. E. A. Grebenikov, Yu. A. Ryabov, Constructive Methods for Analysis of Non-Linear Systems, (in Russian). Nauka, Moscow 1979. (1979) MR0571543
  9. P. Gahinet A. Laub, Ch. Kenney, G. Hewer, Sensitivity of the stable discrete-time Lyapunov equation, IEEE Trans. Automat. Control 35 (1990), 1209-1217. (1990) MR1074888
  10. A. P. Sage, C. C. White, Optimum Systems Control, Prentice Hall, Englewood Cliffs, N.J. 1977. (1977) Zbl0388.49002
  11. L. V. Kantorovich, G. P. Akilov, Functional Analysis in Normed Spaces, (in Russian). Nauka, Moscow 1977. (1977) MR0511615
  12. T. Pappas A.J. Laub, N. R. Sandell, On the numerical solution of the discrete-time algebraic Riccati equation, IEEE Trans. Automat. Control AC-25 (1980), 631-641. (1980) MR0583440

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