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Improved Sensitivity Estimate for the H2 Estimation Problem

  • N. D. Christov
  • M. Najim
  • E. Grivel
Conference paper
Part of the Lecture Notes in Computer Science book series (LNCS, volume 3991)

Abstract

The paper deals with the local sensitivity analysis of the discrete-time infinite-horizon H 2 estimation problem. An improved, nonlinear sensitivity estimate is derived which is less conservative than the existing, condition number based sensitivity estimates.

Keywords

Condition Number Estimation Problem Riccati Equation Local Sensitivity Algebraic Riccati Equation 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag Berlin Heidelberg 2006

Authors and Affiliations

  • N. D. Christov
    • 1
  • M. Najim
    • 2
  • E. Grivel
    • 2
  1. 1.Technical University of SofiaSofiaBulgaria
  2. 2.ENSEIRB, Equipe Signal et ImageTalenceFrance

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