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.
On the numerical solution of the Riccati algebraic matrix equation
✍ Scribed by El-Gindy, T. M. ;Salim, M. S. ;Farghaly, M. S.
- Publisher
- Wiley (John Wiley & Sons)
- Year
- 1986
- Tongue
- English
- Weight
- 237 KB
- Volume
- 2
- Category
- Article
- ISSN
- 0748-8025
No coin nor oath required. For personal study only.
📜 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-
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
## Abstract A predictor–corrector (P–C) scheme based on the use of rational approximants of second‐order to the matrix‐exponential term in a three‐time level reccurence relation is applied to the nonlinear Klein‐Gordon equation. This scheme is accelerated by using a modification (MPC) in which the
In this paper we study a continuous-time multiparameter algebraic Riccati equation (MARE) with an indefinite sign quadratic term. The existence of a unique and bounded solution of the MARE is newly established. We show that the Kleinman algorithm can be used to solve the sign indefinite MARE. The pr