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Bounds on the solution of the algebraic Riccati equation under perturbations in the coefficients

โœ Scribed by Shi Peng; Carlos E. de Souza


Publisher
Elsevier Science
Year
1990
Tongue
English
Weight
365 KB
Volume
15
Category
Article
ISSN
0167-6911

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โœ Chien-Hua Lee; Tsung-Lieh Hsien ๐Ÿ“‚ Article ๐Ÿ“… 1999 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 96 KB ๐Ÿ‘ 2 views

New upper and lower matrix bounds and the corresponding eigenvalue bounds on the solution of the discrete algebraic Riccati equation are discussed in this paper. The present bounds are tighter than the majority of those found in the literature.

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In this note, we present upper matrix bounds for the solution of the discrete algebraic Riccati equation (DARE). Using the matrix bound of Theorem 2.2, we then give several eigenvalue upper bounds for the solution of the DARE and make comparisons with existing results. The advantage of our results o