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)


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.


Condition Number Estimation Problem Riccati Equation Local Sensitivity Algebraic Riccati Equation 
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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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