Title :
Sensitivity analysis of generalized Riccati equations
Author :
Konstantinov, M.M. ; Petkov, P.Hr. ; Christov, N.D. ; Barraud, A. ; Lesecq, S. ; Gu, D.W.
Author_Institution :
Univ. of Archit. & Civil Eng., Sofia, Bulgaria
Abstract :
The sensitivity of the nonnegative solutions of the generalized continuous-time Riccati equations relative to perturbations in their coefficients is studied. A nonlocal nonlinear perturbation bound is obtained by the method of Lyapunov majorants
Keywords :
Lyapunov matrix equations; Riccati equations; sensitivity analysis; Lyapunov majorants; continuous-time Riccati equations; generalized Riccati equations; nonlocal nonlinear perturbation bound; nonnegative solutions; Civil engineering; Ear; Filtering; Nonlinear equations; Nonlinear filters; Riccati equations; Sensitivity analysis;
Conference_Titel :
American Control Conference, 2000. Proceedings of the 2000
Conference_Location :
Chicago, IL
Print_ISBN :
0-7803-5519-9
DOI :
10.1109/ACC.2000.879528
