کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
10226045 1701241 2018 23 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
On the robustness of Riccati flows to complete model misspecification
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر پردازش سیگنال
پیش نمایش صفحه اول مقاله
On the robustness of Riccati flows to complete model misspecification
چکیده انگلیسی
Consider the continuous-time matrix Riccati operator Ricc(Q)=AQ+QA′−QSQ+R. In this work, we consider the robustness of this operator to direct perturbations of the matrices (A, R, S) and, in particular, the flow robustness of the corresponding Riccati differential equation. For a given class of perturbation, we show that the corresponding differential equation is well defined in the sense it is bounded above and below, it has a well-defined fixed point, and it converges to this fixed point exponentially fast. Moreover, the flow of the perturbed Riccati flow is close to the nominal Riccati flow when the perturbation is small; i.e. we prove a continuity-type condition in the size of the perturbation.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of the Franklin Institute - Volume 355, Issue 15, October 2018, Pages 7178-7200
نویسندگان
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