Sensitivity analysis of the discrete-tim
β
Ji-guang Sun
π
Article
π
1998
π
Elsevier Science
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English
β 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