A Frequency Domain Approach to Bounding Riccati Equation Perturbations
The discrete algebraic Riccati equation (DARE) is used to solve for the optimal feedback gain in linear-quadratic regulator (LQR) control of discrete-time systems. In this letter, we consider the effect of perturbations to the LQR data on the DARE solutions. We present a new frequency domain approach to derive an expli...