NASA NTRS · 19840000202
Calculating Closed-Loop Sensitivity to Parameter Variations
Abstract
Performance sensitivity calculated by back substitution. Original Lyapunov equation differentiated two times with respect to parameter p. Each differential turns out to yield Lyapunov equation for first and second derivatives with respective to parameter p of steady-state covariance of state variables. Derivatives desired closed-loop performance sensitivities.
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Schaechter, D. B.. 1985-02-01. Calculating Closed-Loop Sensitivity to Parameter Variations. https://ntrs.nasa.gov/citations/19840000202
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