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Residual bounds of approximate solutions of the discrete-time algebraic Riccati equation

โœ Scribed by Ji-guang Sun


Publisher
Springer-Verlag
Year
1998
Tongue
English
Weight
158 KB
Volume
78
Category
Article
ISSN
0029-599X

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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