节点文献
关于离散代数Riccati方程的扰动分析
ON SENSITIVITY ANALYSIS OF THE DISCRETE-TIME ALGEBRAIC RICCATI EQUATION
【Abstract】 By using some intrinsic relations between the discrete-time algebraic Riccati equation (DARE for short) and a symplectic matrix pencil, this paper deals with perturbation analysis of the DARE. The results show that the sensitivity of the unique synunetric positive semi-definite solution of the DARE depends on the sepa-ration of the stable and unstable sub-pencils.
【基金】 国家自然科学基金
- 【文献出处】 计算数学 ,MATHEMATICA NUMERICA SINICA , 编辑部邮箱 ,1999年02期
- 【分类号】O241
- 【被引频次】2
- 【下载频次】84