Sensitivity analysis of the discrete-time algebraic Riccati equation

DOI10.1016/S0024-3795(97)10017-9zbMath0989.93025OpenAlexW1965951227MaRDI QIDQ1307233

Ji-guang Sun

Publication date: 5 August 2002

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0024-3795(97)10017-9

zbMATH Keywords

perturbation analysisresidual boundsreal discrete-time algebraic Riccati equation

Mathematics Subject Classification ID

Sensitivity (robustness) (93B35) Stabilization of systems by feedback (93D15) Discrete-time control/observation systems (93C55) Perturbations in control/observation systems (93C73) Matrix equations and identities (15A24)

Related Items (10)

Condition number and backward errors of nonsymmetric algebraic Riccati equation ⋮ Inviscid and low-viscosity flows in multi-branching and reconnecting networks ⋮ Mixed and componentwise condition numbers of nonsymmetric algebraic Riccati equation ⋮ Quasi maximum likelihood estimation for strongly mixing state space models and multivariate Lévy-driven CARMA processes ⋮ An accelerated technique for solving one type of discrete-time algebraic Riccati equations ⋮ Structure-Preserving Algorithms for Periodic Discrete-Time Algebraic Riccati Equations ⋮ H_∞ model reduction for discrete‐time positive systems with inhomogeneous initial conditions ⋮ Perturbation analysis of a quadratic matrix equation associated with an \(M\)-matrix ⋮ Convergence of discrete-time Kalman filter estimate to continuous time estimate ⋮ Perturbation analysis and condition numbers of symmetric algebraic Riccati equations

Uses Software

• RICPAC

Cites Work

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• Perturbation theory and backward error for \(AX - XB = C\)
• On the Singular “Vectors” of the Lyapunov Operator
• A Schur method for solving algebraic Riccati equations
• A Generalized Eigenvalue Approach for Solving Riccati Equations
• Scaling of the discrete-time algebraic Riccati equation to enhance stability of the Schur solution method
• Perturbation Theory for Algebraic Riccati Equations
• A Theory of Condition
• Sensitivity of the stable discrete-time Lyapunov equation

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