×

Sensitivity analysis of the matrix difference Riccati equation. (Bulgarian, English. Russian summary) Zbl 0863.93022

The matrix Riccati equation in discrete-time is considered. With this equation R. E. Kalman, in 1958, started modern control theory; it remains one of most important equations even now, the most up to date equations coming from an \(H^\infty\) criterion are just Riccati-like matrix equations in Krein space with indefinite metric as shown in 1996 by T. Kailath.
The sensitivity of the Riccati equation with run-off errors and perturbations in the solutions are formulated and both local (linear) and nonlinear estimates are given.

MSC:

93B35 Sensitivity (robustness)
93B50 Synthesis problems
93B40 Computational methods in systems theory (MSC2010)
39A10 Additive difference equations
PDFBibTeX XMLCite