Matrix bounds of the discrete ARE solution
โ Scribed by Sang Woo Kim; Poo Gyeon Park
- Book ID
- 104301208
- Publisher
- Elsevier Science
- Year
- 1999
- Tongue
- English
- Weight
- 86 KB
- Volume
- 36
- Category
- Article
- ISSN
- 0167-6911
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๐ SIMILAR VOLUMES
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.
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
This paper proposes new two-sided matrix bounds of the solution for the continuous and discrete algebraic matrix Lyapunov equations. The coefficient matrix of the Lyapunov equation is assumed to be diayonalizable. The present matrix bounds can give a supplement to those results reported in the liter