Title :
On the conditioning of the generalised discrete-time Lyapunov and Riccati equations
Author :
Gu, D.W. ; Lesecq, S. ; Christov, N.D. ; Konstantinov, M.M. ; Petkov, P. Hr ; Barraud, A.
Author_Institution :
Dept. of Eng., Univ. of Leicester, Leicester, UK
Abstract :
Local perturbation analysis of the solutions to the generalised discrete-time Lyapunov and Riccati equations is presented. Linear perturbations bounds are obtained in terms of condition numbers.
Keywords :
Lyapunov methods; Riccati equations; discrete time systems; Riccati equations; generalised discrete time Lyapunov equations; linear perturbations bounds; local perturbation analysis; Perturbation methods; Riccati equations; Symmetric matrices; Condition numbers; Generalised Lyapunov equations; Generalised Riccati equations; Perturbation analysis;
Conference_Titel :
Control Conference (ECC), 2001 European
Conference_Location :
Porto
Print_ISBN :
978-3-9524173-6-2
