Anguelova, V.; Konstantinov, M.; Petkov, P.; Popchev, I.; Christov, N. Sensitivity analysis of the matrix difference Riccati equation. (Bulgarian, English. Russian summary) Zbl 0863.93022 God. Vissh. Inst. Arkhit. Stroit. Sofiya, Svitk II, Mat. 37(1993), 7-14 (1994). 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. Reviewer: A.Vaněček (Praha) MSC: 93B35 Sensitivity (robustness) 93B50 Synthesis problems 93B40 Computational methods in systems theory (MSC2010) 39A10 Additive difference equations Keywords:numerical methods of control synthesis; matrix Riccati equation; discrete-time; sensitivity PDFBibTeX XMLCite \textit{V. Anguelova} et al., God. Vissh. Inst. Arkhit. Stroit. Sofiya, Svitk II, Mat. 37(1993), 7--14 (1994; Zbl 0863.93022)