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：
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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.
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页码：295 / 301
页数：6
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