A note on the exponential stability of a matrix Riccati equation of stochastic control
Jerzy Zabczyk (1975)
Kybernetika
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Displaying similar documents to “On the boundedness of the solutions of the continuous Riccati equation.”
A note on the exponential stability of a matrix Riccati equation of stochastic control
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A Schur method for the solution of the matrix Riccati equation.
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The technique of splitting operators in perturbation control theory
Michail M. Konstantinov, Petko Hr. Petkov, Nikolaĭ D. Hristov (2005)
Kybernetika
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The paper presents the technique of splitting operators, intended for perturbation analysis of control problems involving unitary matrices. Combined with the technique of Lyapunov majorants and the application of the Banach or Schauder fixed point principles, it allows to obtain rigorous non-local perturbation bounds for a set of sensitivity analysis problems. Among them are the reduction of linear systems into orthogonal canonical forms, the general feedback synthesis problem, and the...