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Kybernetika 29(1):18-29, 1993.

Perturbation Analysis of the Discrete Riccati Equation

Nicolai D. Christov, Mihail M. Konstantinov and Petko Hr. Petkov


Abstract:

The sensitivity of the discrete-time matrix Riccati equation relative to perturbations in its coefficients is studied. Both local and non-local perturbation bounds are obtained. In particular the conditioning of the equation is determined.


Keywords:


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BIB TeX

@article{kyb:1993:1:18-29,

author = {Christov, Nicolai D. and Konstantinov, Mihail M. and Petkov, Petko Hr.},

title = {Perturbation Analysis of the Discrete Riccati Equation},

journal = {Kybernetika},

volume = {29},

year = {1993},

number = {1},

pages = {18-29}

publisher = {{\'U}TIA, AV {\v C}R, Prague },

}


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