摄动离散LYAPUNOV方程解的上下界估计
On the Estimation of Upper and Lower Bounds for Solutions to Perturbed Discrete Lyapunov Equations
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摘要: 给出了离散Lyapunov方程在参数摄动下正定解上、下界的一种新估计,它允许的 摄动结构更为一般,且只需解两个代数Riccati方程,从而避免了高阶代数方程的求解.从而 为基于李雅普诺夫方程的系统分析及控制问题提供必要的理论分析基础.数值算例说明了本 文结果的优越性.Abstract: A new estimation for positive definite solution to discrete Lyapunov equation with parameter disturbance is presented. The structure of its disturbance is allowed to be more general and there are only two algebra Riccati equations to solve. It avoids the difficulty in seeking solution of algebra equation of high order, and therefore offers a theoretical basis of system analysis and control design using Lyapunov equation approaches. A numerical example shows advantages of this result.
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Key words:
- Linear system /
- parameter perturbation /
- Lyapunov equation
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