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ON THE SENSITIVITY OF THE COUPLED CONTINUOUS-TIME RICCATI EQUATION
Adam Czornik* Aleksander Nawrat**
Andrzej Swierniak*
* Department of Automatic Control, Silesian Technical
University, Akademicka 16, 44-101 Gliwice, Poland
** Department of Mathematics, Silesian Technical
University, Kaszubska 23, 44-101 Gliwice, Poland
The sensitivity of coupled continuous-time Riccati equations is analyzed through the norm of the inverse Lyapunov-like operator. This analysis leads to bounds on the perturbation of the solution. As a byproduct some properties of coupled Lyapunov equation and results on the stability of linear systems with jumps are presented.
Keywords: Coupled Riccati eqution, sensitivity, stability, jump linear systems;
Session slot T-Th-M10: Control of Systems with Markov Jump Parameters/Area code 3d : Stochastic Systems
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