Performance bounds of linear discrete-time optimal systems with structured perturbations

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作者
Juang, YT
Lai, CM
Tung, SL
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TP3 [计算技术、计算机技术];
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0812 ;
摘要
This note deals with the upper and lower performance bounds of linear discrete-time optimal systems with structured perturbations. Two simple theorems are derived to test whether a given matrix determines a upper bound or a lower bound on solutions of the perturbed Riccati equations. An example is given to show that our results are less conservative than some previous results in the literature.
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页码:1696 / 1701
页数:6
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