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

作　　者：王子栋[1] 郭治[1] 

机构地区：[1]南京理工大学自动控制系

出　　处：《自动化学报》1999年第1期117-121,共5页Acta Automatica Sinica

基　　金：国家自然科学基金

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．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.

关 键 词：线性离散系统 参数摄动 李雅普诺夫方程 

分 类 号：TP271.8[自动化与计算机技术—检测技术与自动化装置]