摘要
针对摄动参数为带有范数有界不确定性的摄动离散Riccati矩阵方程解的特征值的估计问题,利用矩阵不等式和特征值等性质,得到了摄动离散Riccati矩阵方程解的特征值新的上界,这种表示只利用了特征值及奇异值计算,避免了复杂的高阶代数方程求解.数值算例验证表明:研究结果是有效的,与现有结果比较,该结果具有更小的保守性.该结果在控制理论和状态估计问题的研究中具有更加重要的理论和实用研究价值.
The estimation for the solution matrix of perturbed discrete Riccati matrix equation is investigated in this study.The perturbed parameters of this equation show the characteristics of norm bounded uncertainty.The new upper bounds of solution matrix for perturbed discrete Riccati matrix equation are derived using matrix inequalities and its eigenvalue.Using eigenvalue and singular value to obtain the upper bounds avoids solving complex higher-order equations.The study results are verified by numerical examples.Compared with the existing result,it shows less conservative.This study result has significant theoretical and practical value in the study on control theory and state estimation problem.
出处
《辽宁工程技术大学学报（自然科学版）》
CAS
北大核心
2012年第6期905-908,共4页
Journal of Liaoning Technical University (Natural Science)
基金
黑龙江省教育厅科学技术研究基金资助项目(12523048)
