SENSITIVITY OF THE STABLE DISCRETE-TIME LYAPUNOV EQUATION

被引:41
|
作者
GAHINET, PM
LAUB, AJ
KENNEY, CS
HEWER, GA
机构
[1] UNIV CALIF SANTA BARBARA,DEPT ELECT & COMP ENGN,SANTA BARBARA,CA 93106
[2] USN,CTR WEAPONS,CHINA LAKE,CA 93555
关键词
D O I
10.1109/9.59806
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
The sensitivity of the stable discrete-time Lyapunov equation is analyzed through the spectral norm of the inverse Lyapunov operator. This leads to a directly computable easy-to-interpret sensitivity measure, and also provides insight into the connection between sensitivity, stability radius, and conditioning of the eigenproblem of the open-loop state matrix. These results are an extension, to the discrete-time case, of analogous results for the continuous-time Lyapunov equation. © 1990 IEEE
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页码:1209 / 1217
页数:9
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