Computable Bounds for the Sensitivity of the Algebraic Riccati Equation

DOI10.1137/0328077zbMath0728.93022OpenAlexW1976825368MaRDI QIDQ3352922

Pascal Gahinet, Alan J. Laub

Publication date: 1990

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0328077

zbMATH Keywords

sensitivity analysisNewton methodmatrix algebraic Riccati equationcomputable boundslinear-quadratic optimization problems

Mathematics Subject Classification ID

Sensitivity (robustness) (93B35) Controllability (93B05) Estimation and detection in stochastic control theory (93E10) Linear-quadratic optimal control problems (49N10)

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