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Backward Perturbation Analysis of the Periodic Discrete-Time Algebraic Riccati Equation

โœ Scribed by Sun, Ji-Guang


Book ID
118215383
Publisher
Society for Industrial and Applied Mathematics
Year
2004
Tongue
English
Weight
230 KB
Volume
26
Category
Article
ISSN
0895-4798

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โœ Ji-guang Sun ๐Ÿ“‚ Article ๐Ÿ“… 1998 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 958 KB

Consider the discrete-time algebraic Riccati equation (DARE) ATXA -X -(ATXB + S)(R + B?fB)~' (F/U + ST) + Q = 0, where A E W"", B, S t (w"""'~ R = RT E LQ"""' , Q = QT E W"'. The available perturbation theory for the DARE can only be applied to the case R > 0. However, in some control problems the