On the conditioning of the generalised discrete-time Lyapunov and Riccati equations

D W Gu,Suzanne Lesecq,N D Christov,M M Konstantinov,P Hr Petkov,A Barraud

Control Conference（2001）

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摘要

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.

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关键词

lyapunov methods,riccati equations,discrete time systems,generalised discrete time lyapunov equations,linear perturbations bounds,local perturbation analysis,condition numbers,generalised lyapunov equations,generalised riccati equations,perturbation analysis,symmetric matrices

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