Sensitivity analysis of the differential matrix Riccati equation based on the associated linear differential system

被引：0
|
作者：
Mihail Konstantinov
Vera Angelova
机构：
[1] University of Architecture and Civil Engineering,
[2] Institute of Information Technologies,undefined
来源：
Advances in Computational Mathematics | 1997年 / 7卷
关键词：
differential matrix Riccati equation; matrix exponential; sensitivity analysis; linear–quadratic optimization; optimal filtering; 93B35; 93B40;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
Perturbation bounds are given for the solution of the nth order differential matrix Riccati equation using the associated linear 2nth order differential system. The new bounds are alternative to those existing in the literature and are sharper in some cases.
引用
收藏
页码：295 / 301
页数：6
相关论文
共 50 条
  • [1] Sensitivity analysis of the differential matrix Riccati equation based on the associated linear differential system
    Konstantinov, M
    Angelova, V
    ADVANCES IN COMPUTATIONAL MATHEMATICS, 1997, 7 (03) : 295 - 301
  • [2] ON THE SENSITIVITY ESTIMATION OF THE SYMMETRIC MATRIX RICCATI DIFFERENTIAL EQUATION
    Angelova, Vera
    Balabanov, Todor
    Popchev, Ivan
    COMPTES RENDUS DE L ACADEMIE BULGARE DES SCIENCES, 2022, 75 (11): : 1638 - 1646
  • [3] Sensitivity of the Solution to Nonsymmetric Differential Matrix Riccati Equation
    Angelova, Vera
    Hached, Mustapha
    Jbilou, Khalide
    MATHEMATICS, 2021, 9 (08)
  • [4] A MATRIX DIFFERENTIAL EQUATION OF RICCATI TYPE
    REID, WT
    AMERICAN JOURNAL OF MATHEMATICS, 1946, 68 (02) : 231 - 246
  • [5] A MATRIX DIFFERENTIAL EQUATION OF RICCATI TYPE
    REID, WT
    BULLETIN OF THE AMERICAN MATHEMATICAL SOCIETY, 1945, 51 (01) : 62 - 63
  • [6] Matrix integro-differential Riccati equation for parabolic system
    Kopets, M.M.
    Journal of Automation and Information Sciences, 2014, 46 (01) : 73 - 83
  • [7] Solution of matrix Riccati differential equation for the linear quadratic singular system using neural networks
    Balasubramaniam, P.
    Samath, J. Abdul
    Kumaresan, N.
    Kumar, A. Vincent Antony
    APPLIED MATHEMATICS AND COMPUTATION, 2006, 182 (02) : 1832 - 1839
  • [8] PROPERTIES OF SOLUTIONS OF A RICCATI MATRIX DIFFERENTIAL EQUATION
    REID, WT
    JOURNAL OF MATHEMATICS AND MECHANICS, 1960, 9 (05): : 749 - 770
  • [9] Control and Observation of the Matrix Riccati Differential Equation
    Dirr, G.
    Helmke, U.
    Jordan, J.
    EMERGENT PROBLEMS IN NONLINEAR SYSTEMS AND CONTROL, 2009, 393 : 169 - 184
  • [10] On the singularly perturbed matrix differential riccati equation
    Gajic, Zoran
    Koskie, Sarah
    Coumarbatch, Cyril
    2005 44th IEEE Conference on Decision and Control & European Control Conference, Vols 1-8, 2005, : 3638 - 3644
12345