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New solution bounds for the discrete algebraic matrix Riccati equation

✍ Scribed by Chien-Hua Lee; Tsung-Lieh Hsien

Publisher: John Wiley and Sons
Year: 1999
Tongue: English
Weight: 96 KB
Volume: 20
Category: Article
ISSN: 0143-2087
DOI: 10.1002/(sici)1099-1514(199905/06)20:3<113::aid-oca649>3.0.co;2-5

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✦ Synopsis

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.