New conditions for boundedness of the solution of a matrix Riccati differential equation
β Scribed by D.H Jacobson
- Publisher
- Elsevier Science
- Year
- 1970
- Tongue
- English
- Weight
- 222 KB
- Volume
- 8
- Category
- Article
- ISSN
- 0022-0396
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π 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.
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-
It is pointed out that the main results in a recent paper by Kano (1987) have previously been published in the literature. IN KANO (1987), necessary and sufficient conditions are given for the existence and uniqueness of positive definite solutions to the algebraic Riccati equation and asymptotic s