The Sensitivity of the Algebraic and Differential Riccati Equations

DOI10.1137/0328003MaRDI QIDQ3471635zbMATH OpenOpenAlexFDO

Authors Gary Hewer, Charles S. Kenney

Publication date 1990

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

Full work available at URL https://doi.org/10.1137/0328003

zbMATH Keywords

algebraic Riccati equationclosed-loop systemcondition numbersdifferential Riccati equationFrobenius normLQ optimal control problemssensitivityspectral norm

Mathematics Subject Classification ID

Conditioning of matrices (15A12) Matrix equations and identities (15A24) Numerical computation of matrix norms, conditioning, scaling (65F35) Numerical optimization and variational techniques (65K10) Sensitivity (robustness) (93B35) Control/observation systems governed by ordinary differential equations (93C15)

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Cited in

(27)

• Perturbation analysis and condition numbers of symmetric algebraic Riccati equations
• Perturbation bounds and characterisation of the solution of the associated algebraic Riccati equation
• Lower bound estimation for the separation of two matrices
• Sensitivity analysis of the differential matrix Riccati equation based on the associated linear differential system
• On properties of Sylvester and Lyapunov operators
• Condition numbers of algebraic Riccati equations in the Frobenius norm
• Structured condition numbers and small sample condition estimation of symmetric algebraic Riccati equations
• An error estimate for matrix equations
• Trace norm bounds for stable Lyapunov operators
• Rigorous and effective a-posteriori error bounds for nonlinear problems -- application to RB methods
• Optimal stochastic forcings for sensitivity analysis of linear dynamical systems
• Large-scale Stein and Lyapunov equations, Smith method, and applications
• Reduced basis approximation of large scale parametric algebraic Riccati equations
• Computable Bounds for the Sensitivity of the Algebraic Riccati Equation
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• Optimal sensor placement: a robust approach
• Improved perturbation bounds for general quadratic matrix equations
• scientific article; zbMATH DE number 1370680 (Why is no real title available?)
• scientific article; zbMATH DE number 911774 (Why is no real title available?)
• Optimal value functions for weakly coupled systems: a posteriori estimates
• Conditioning and error estimates in LQG design
• Solvability of Differential Riccati Equations and Applications to Algorithmic Trading with Signals
• Structured condition numbers for Sylvester matrix equation with parameterized quasiseparable matrices
• Dynamical low-rank approximation strategies for nonlinear feedback control problems
• Error bounds for Newton refinement of solutions to algebraic Riccati equations

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