New upper solution bounds of the discrete algebraic Riccati matrix equation

✍ Scribed by Richard Davies; Peng Shi; Ron Wiltshire

• Publisher: Elsevier Science
• Year: 2008
• Tongue: English
• Weight: 157 KB
• Volume: 213
• Category: Article
• ISSN: 0377-0427
• DOI: 10.1016/j.cam.2007.01.015

✦ Synopsis

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 over existing upper bounds is that the new upper bounds of Theorem 2.2 and Corollary 2.1 are always calculated if the stabilizing solution of the DARE exists, whilst all existing upper matrix bounds might not be calculated because they have been derived under stronger conditions. Finally, we give numerical examples to demonstrate the effectiveness of the derived results.