Convergence rates of iterative solutions of algebraic matrix Riccati equations
โ Scribed by Jonq Juang; Paul Nelson
- Publisher
- Elsevier Science
- Year
- 1995
- Tongue
- English
- Weight
- 601 KB
- Volume
- 72
- Category
- Article
- ISSN
- 0096-3003
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
Algebraic matrix Riccati equations are considered which arise in the optimal filtering as well as in control problems of continuous time-invariant systems. A necessary and sufficient condition is established for the existence of unique positivedefinite solutions and the asymptotically stable closed-
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