Conditioning and error estimates in LQG design

• Autorzy: Petkov P. Hr. , Konstantinov M. M. , Christov N. D.
• Języki publikacji: EN

Abstrakty

EN

Efficient conditioning and error estimates are presented for the numerical solution of matrix Riccati equations in the continuous-time and discrete-time LQG design. The estimates implemented involve the solution of triangular Lyapunov equations along with usage of the LAPACK norm estimator.

Słowa kluczowe

EN

LQG control; Riccati equations; perturbation analysis; condition numbers; forward error estimation

• Wydawca: Systems Research Institute, Polish Academy of Sciences
• Czasopismo: Control and Cybernetics
• Rocznik: 2008
• Tom: Vol. 37, no 1
• Strony: 85--87
• Opis fizyczny: Bibliogr. 14 poz., wykr.

Twórcy

autor

Petkov P. Hr.

autor

Konstantinov M. M.

autor

Christov N. D.

• Dept. of Automatics, Technical University of Sofia, 8 Kl. Ohridski Blvd., 1000 Sofia, Bulgaria

Bibliografia

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• BYERS, R. (1985) Numerical condition of the algebraic Riccati equation. Contemp. Math. 47, 35-49.
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• FLEMING, W.H. and RISHEL, R.W. (1975) Deterministic and Stochastic Optimal Control. Springer-Verlag, New York.
• HIGHAM, N. J. (1988) FORTRAN codes for estimating the one-norm of a real or complex matrix, with applications to condition estimation (Algorithm 674). ACM Trans. Math. Software 14, 381-396.
• HIGHAM, N.J. (1993) Perturbation theory and backward error for AX - XB = C. BIT 33, 124-136.
• HIGHAM, N.J., KONSTANTINOV, M., MEHRMANN, V. and PETKOV, P. (2004) The sensitivity of computational control problems. IEEE Contr. Syst. Mag. 24, 28-43.
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• LAUB, A.J. (1979) A Schur method for solving algebraic Riccati equations. IEEE Trans. Autom. Control 24, 913-921.
• LAWSON, C.L., HANSON, R.J., KINCAID, D.R. and KROGH, F.T. (1979) Basic Linear Algebra Subprograms for FORTRAN usage. ACM Trans. Math. Software 5, 308-323.
• PETKOV, P.HR., CHRISTOV, N.D. and KONSTANTINOV, M.M. (1991) Computational Methods for Linear Control Systems. Prentice Hall, New York.