Residual bounds of approximate solutions of the discrete-time algebraic Riccati equation (Q1377025): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/s002110050321 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2067914565 / rank | |||
Normal rank | |||
Revision as of 01:32, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Residual bounds of approximate solutions of the discrete-time algebraic Riccati equation |
scientific article |
Statements
Residual bounds of approximate solutions of the discrete-time algebraic Riccati equation (English)
0 references
1 February 1998
0 references
Perturbation theory is investigated for the discrete-time algebraic Riccati equation which arises in the solution of quadratic optimization and estimation problems in linear control theory. The main contribution of the paper is to derive residual bounds for the approximate solution. Firstly one studies stable matrices. Then one derives a perturbation equation which contains the residual of the Riccati equation w.r.t. the approximate Hermitian solution. Bounds for the approximate solution are obtained. A numerical example is displayed.
0 references
error bounds
0 references
perturbation theory
0 references
discrete-time algebraic Riccati equation
0 references
quadratic optimization
0 references
linear control theory
0 references
approximate Hermitian solution
0 references
numerical example
0 references
