Backward perturbation analysis of the periodic discrete-time algebraic Riccati equation

被引：12

作者：

Sun, JG ^{[1
]}

机构：

[1] Umea Univ, Dept Comp Sci, S-90187 Umea, Sweden

来源：

SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS | 2004年 / 26卷 / 01期

关键词：

periodic Riccati equation; Hermitian positive semidefinite stabilizing solution set; backward error; residual bound;

D O I：

10.1137/S0895479802414928

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

Normwise backward errors and residual bounds for an approximate Hermitian positive semidefinite solution set to the periodic discrete-time algebraic Riccati equation are obtained. The results are illustrated by using simple numerical examples.

引用

页码：1 / 19

页数：19

共 50 条

[31] PERTURBATION ANALYSIS OF THE DISCRETE RICCATI EQUATION
KONSTANTINOV, MM
PETKOV, PH
CHRISTOV, ND
KYBERNETIKA, 1993, 29 (01) : 18 - 29
[32] FURTHER COMMENTS ON ON THE NUMERICAL-SOLUTION OF THE DISCRETE-TIME ALGEBRAIC RICCATI EQUATION
LAUB, AJ
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1980, 25 (06) : 1252 - 1253
[33] Stabilizing Solution for a Discrete-Time Modified Algebraic Riccati Equation in Infinite Dimensions
Ungureanu, Viorica Mariela
DISCRETE DYNAMICS IN NATURE AND SOCIETY, 2015, 2015
[34] The discrete-time generalized algebraic Riccati equation: Order reduction and solutions' structure
Ntogramatzidis, Lorenzo
Ferrante, Augusto
SYSTEMS & CONTROL LETTERS, 2015, 75 : 84 - 93
[35] Perturbation analysis of the stochastic algebraic Riccati equation
Chiang C.-Y.
Fan H.-Y.
Lin M.M.
Chen H.-A.
Journal of Inequalities and Applications, 2013 (1)
[36] The algebraic Riccati equation in discrete and continuous time
Staffans, OJ
CONTROL AND ESTIMATION OF DISTRIBUTED PARAMETER SYSTEMS, 1998, 126 : 267 - 277
[37] High-accuracy algorithms for solving the discrete-time periodic Riccati equation
V. B. Larin
International Applied Mechanics, 2007, 43 : 1028 - 1034
[38] High-accuracy algorithms for solving the discrete-time periodic Riccati equation
Larin, V. B.
INTERNATIONAL APPLIED MECHANICS, 2007, 43 (09) : 1028 - 1034
[39] SCALING OF THE DISCRETE-TIME ALGEBRAIC RICCATI EQUATION TO ENHANCE STABILITY OF THE SCHUR SOLUTION - REPLY
GUDMUNDSSON, T
KENNEY, C
LAUB, AJ
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1993, 38 (07) : 1160 - 1160
[40] SCALING OF THE DISCRETE-TIME ALGEBRAIC RICCATI EQUATION TO ENHANCE STABILITY OF THE SCHUR SOLUTION METHOD
GUDMUNDSSON, T
KENNEY, C
LAUB, AJ
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1992, 37 (04) : 513 - 518

← 1 2 3 4 5 →