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Sensitivity of the solutions to differential matrix Riccati equations

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Publication:3984588
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DOI10.1109/9.67297zbMath0762.93024OpenAlexW2096587505MaRDI QIDQ3984588

Galina B. Pelova, Michael M.Konstantinov

Publication date: 27 June 1992

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/9.67297

zbMATH Keywords

sensitivity analysisdifferential matrix Riccati equationtime-varying matrices


Mathematics Subject Classification ID

Sensitivity (robustness) (93B35) Linear-quadratic optimal control problems (49N10)


Related Items

Order Reduction Methods for Solving Large-Scale Differential Matrix Riccati Equations, Noisy Lagrangian tracers for filtering random rotating compressible flows



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