Sensitivity analysis of the algebraic Riccati equations (Q2564479)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sensitivity analysis of the algebraic Riccati equations |
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Sensitivity analysis of the algebraic Riccati equations (English)
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29 April 1997
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The author develops sharper perturbation bounds for the Hermitian positive semidefinite solution to an algebraic Riccati equation. Further analysis of these bounds shows that there is some intrinsic relation between the sensitivity of the solution to the algebraic Riccati equation and the distance of the spectrum of the closed-loop matrix from the imaginary axis.
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sensitivity analysis
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perturbation bounds
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Hermitian positive semidefinite solutions
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algebraic Riccati equation
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spectrum
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closed-loop matrix
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