On the Sensitivity Estimation of the Symmetric Matrix Riccati Differential Equation

Authors

  • Vera Angelova Institute of Information and Communication Technologies, Bulgarian Academy of Sciences
  • Todor Balabanov Institute of Information and Communication Technologies, Bulgarian Academy of Sciences
  • Ivan Popchev Institute of Information and Communication Technologies, Bulgarian Academy of Sciences

DOI:

https://doi.org/10.7546/CRABS.2022.11.11

Keywords:

symmetric differential matrix Riccati equation, perturbation bounds, control theory

Abstract

In this paper, we consider three already known perturbation estimates of the solution to the symmetric  matrix Riccati differential equation. The aim of the paper is to analyse experimentally  the effectiveness of the bounds considered, to compare their sharpness for problems with increasing conditioning, and to specify the area of application of the bounds analysed. The analytical solution to the scalar Riccati differential equation of one of the experimental models is proved in theorem. The results suggest a new field of research.

Author Biographies

Vera Angelova, Institute of Information and Communication Technologies, Bulgarian Academy of Sciences

Mailing Address:
Institute of Information and Communication Technologies,
Bulgarian Academy of Sciences
Akad. G. Bonchev St, Bl. 2
1113 Sofia, Bulgaria

E-mail: vera.angelova@iict.bas.bg

Todor Balabanov, Institute of Information and Communication Technologies, Bulgarian Academy of Sciences

Mailing Address:
Institute of Information and Communication Technologies,
Bulgarian Academy of Sciences
Akad. G. Bonchev St, Bl. 2
1113 Sofia, Bulgaria

E-mail: todor.balabanov@iict.bas.bg

Ivan Popchev, Institute of Information and Communication Technologies, Bulgarian Academy of Sciences

Mailing Address:
Institute of Information and Communication Technologies,
Bulgarian Academy of Sciences
Akad. G. Bonchev St, Bl. 2
1113 Sofia, Bulgaria

E-mail: ivan.popchev@iict.bas.bg

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Published

30-11-2022

How to Cite

[1]
V. Angelova, T. Balabanov, and I. Popchev, “On the Sensitivity Estimation of the Symmetric Matrix Riccati Differential Equation”, C. R. Acad. Bulg. Sci. , vol. 75, no. 11, pp. 1638–1646, Nov. 2022.

Issue

Section

Engineering Sciences