Perturbation analysis of the discrete Riccati equation
Kybernetika, Tome 29 (1993) no. 1, pp. 18-29 Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

Voir la notice de l'article

Classification : 49N10, 93B40, 93C15, 93C55
@article{KYB_1993_29_1_a1,
     author = {Konstantinov, M. M. and Petkov, P. Hr. and Christov, N. D.},
     title = {Perturbation analysis of the discrete {Riccati} equation},
     journal = {Kybernetika},
     pages = {18--29},
     year = {1993},
     volume = {29},
     number = {1},
     mrnumber = {1227739},
     zbl = {0792.93053},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/KYB_1993_29_1_a1/}
}
TY  - JOUR
AU  - Konstantinov, M. M.
AU  - Petkov, P. Hr.
AU  - Christov, N. D.
TI  - Perturbation analysis of the discrete Riccati equation
JO  - Kybernetika
PY  - 1993
SP  - 18
EP  - 29
VL  - 29
IS  - 1
UR  - http://geodesic.mathdoc.fr/item/KYB_1993_29_1_a1/
LA  - en
ID  - KYB_1993_29_1_a1
ER  - 
%0 Journal Article
%A Konstantinov, M. M.
%A Petkov, P. Hr.
%A Christov, N. D.
%T Perturbation analysis of the discrete Riccati equation
%J Kybernetika
%D 1993
%P 18-29
%V 29
%N 1
%U http://geodesic.mathdoc.fr/item/KYB_1993_29_1_a1/
%G en
%F KYB_1993_29_1_a1
Konstantinov, M. M.; Petkov, P. Hr.; Christov, N. D. Perturbation analysis of the discrete Riccati equation. Kybernetika, Tome 29 (1993) no. 1, pp. 18-29. http://geodesic.mathdoc.fr/item/KYB_1993_29_1_a1/

[1] P. Hr. Petkov N. D. Christov, M. M. Konstantinov: Computational Methods for Linear Control Systems. Prentice Hall, New York 1991.

[2] R. Byers: Numerical condition of the algebraic Riccati equation. Contemporary Math. 47 (1985), 35-49. | MR | Zbl

[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.

[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.

[5] C. Kenney, G. Hewer: The sensitivity of the algebraic and differential Riccati equations. SIAM J. Control Optim. 28 (1990), 50-69. | MR | Zbl

[6] P. Gahinet, A. Laub: Computable bounds for the sensitivity of the algebraic Riccati equation. SIAM J. Control Optim. 2

[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. | MR

[8] E. A. Grebenikov, Yu. A. Ryabov: Constructive Methods for Analysis of Non-Linear Systems. (in Russian). Nauka, Moscow 1979. | MR

[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. | MR

[10] A. P. Sage, C. C. White: Optimum Systems Control. Prentice Hall, Englewood Cliffs, N.J. 1977. | Zbl

[11] L. V. Kantorovich, G. P. Akilov: Functional Analysis in Normed Spaces. (in Russian). Nauka, Moscow 1977. | MR

[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. | MR