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

Volume

3

fYear

1996

fDate

14-17 Oct 1996

Firstpage

1696

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;

fLanguage

English

Publisher

ieee

Conference_Titel

Systems, Man, and Cybernetics, 1996., IEEE International Conference on

Conference_Location

Beijing

ISSN

1062-922X

Print_ISBN

0-7803-3280-6

Type

conf

DOI

10.1109/ICSMC.1996.565359

Filename

565359