Title :
Performance bounds of linear discrete-time optimal systems with structured perturbations
Author :
Juang, Yau-Tarng ; Lai, Chii-Min ; Tung, Shin-Lun
Author_Institution :
Dept. of Electr. Eng., Nat. Central Univ., Chung-Li, Taiwan
Abstract :
This paper deals with the upper and lower performance bounds of linear discrete-time optimal systems with structured perturbations. Two simple theorems are derived to test whether a given matrix determines an upper bound or a lower bound on solutions of the perturbed Riccati equations. An example is given to show that our results are less conservative than some previous results in the literature
Keywords :
Lyapunov matrix equations; Riccati equations; discrete time systems; iterative methods; linear quadratic control; linear systems; performance index; stability; state feedback; Lyapunov equation; discrete-time systems; eigenvalues; iterative method; linear quadratic control; linear systems; lower bounds; matrix algebra; optimal control; performance bounds; perturbed Riccati equations; state feedback; structured perturbations; upper bounds; Control theory; Eigenvalues and eigenfunctions; Erbium; Performance analysis; Riccati equations; Robust stability; Symmetric matrices; Testing; Upper bound; Vectors;
Conference_Titel :
Systems, Man, and Cybernetics, 1996., IEEE International Conference on
Conference_Location :
Beijing
Print_ISBN :
0-7803-3280-6
DOI :
10.1109/ICSMC.1996.565359
