Perturbation Analysis of the Continuous and Discrete Matrix Riccati Equations

1986 ◽  
Author(s):  
M.M. Konstantinov ◽  
P.Hr. Petkov ◽  
N.D. Christov
Keyword(s):  
Perturbation Analysis ◽  
Riccati Equations

Perturbation analysis of algebraic matrix Riccati equations

1990 ◽  
Author(s):  
A.C.M. Ran ◽  
L. Rodman
Keyword(s):  
Perturbation Analysis ◽  
Riccati Equations

Perturbation analysis and condition numbers of symmetric algebraic Riccati equations

Automatica ◽  
2009 ◽  
Vol 45 (4) ◽  
pp. 1005-1011 ◽  
Author(s):  
Liangmin Zhou ◽  
Yiqin Lin ◽  
Yimin Wei ◽  
Sanzheng Qiao
Keyword(s):  
Perturbation Analysis ◽  
Riccati Equations ◽  
Condition Numbers ◽  
Algebraic Riccati Equations

scholarly journals Calibrating linear continuous-time dynamical systems via perturbation analysis

Filomat ◽  
2018 ◽  
Vol 32 (5) ◽  
pp. 1909-1915
Author(s):  
Peter Weng ◽  
Frederick Phoa
Keyword(s):  
Dynamical Systems ◽  
Differential Equations ◽  
Perturbation Analysis ◽  
Continuous Time ◽  
Riccati Equations ◽  
Linear Dynamical Systems ◽  
The Matrix ◽  
Matrix Differential Equations ◽  
Matrix Differential ◽  
Time Linear

This work considered the continuous-time linear dynamical systems described by the matrix differential equations, and aimed at studying the perturbation analysis via solving perturbed linear dynamical systems. In specific, we solved Riccati differential equations and continuous-time algebraic Riccati equations with finite and infinite times respectively. Moreover, we stated some assumptions on the existence and uniqueness of the solutions of the perturbed Riccati equations. Similar techniques were applied to the discrete-time linear dynamical systems. Two numerical examples illustrated the efficiency and accuracy.

Perturbation analysis of rational Riccati equations

2020 ◽  
Vol 5 (2) ◽  
pp. 349-373
Author(s):  
Peter Chang-Yi Weng
Keyword(s):  
Perturbation Analysis ◽  
Riccati Equations

PERTURBATION ANALYSIS OF COUPLED MATRIX RICCATI EQUATIONS

2002 ◽  
Vol 35 (1) ◽  
pp. 307-312
Author(s):  
Mihail Konstantinov ◽  
Vera Angelova ◽  
Petko Petkov ◽  
Dawei Gu ◽  
Vassilios Tsachouridis
Keyword(s):  
Perturbation Analysis ◽  
Riccati Equations

Perturbation analysis and condition numbers of rational Riccati equations

2021 ◽  
Vol 6 (1) ◽  
pp. 25-49
Author(s):  
Peter Chang-Yi Weng ◽  
Frederick Kin Hing Phoa
Keyword(s):  
Perturbation Analysis ◽  
Riccati Equations ◽  
Condition Numbers

H∞ Controller Reduction using the Block Balanced Truncation with the Riccati Equations

2015 ◽  
Vol 135 (8) ◽  
pp. 979-985
Author(s):  
Tsutomu Nagado ◽  
Haruki Nakamoto
Keyword(s):  
Riccati Equations ◽  
Balanced Truncation

A perturbation analysis of Markov chains models with time-varying parameters

Bernoulli ◽  
2020 ◽  
Vol 26 (4) ◽  
pp. 2876-2906
Author(s):  
Lionel Truquet
Keyword(s):  
Markov Chains ◽  
Perturbation Analysis ◽  
Time Varying ◽  
Varying Parameters ◽  
Time Varying Parameters

Numerical Algorithms and Software for Matrix Riccati Equations.

1984 ◽  
Author(s):  
A. J. Laub
Keyword(s):  
Numerical Algorithms ◽  
Riccati Equations
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