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
On upper bounds for the unified algebraic Riccati equation
โ Scribed by Adam Czornik; Aleksander Nawrat
- Publisher
- Elsevier Science
- Year
- 1997
- Tongue
- English
- Weight
- 223 KB
- Volume
- 32
- Category
- Article
- ISSN
- 0167-6911
No coin nor oath required. For personal study only.
โฆ Synopsis
In recent years, several eigenvalues, norms and determinants bounds have been investigated separately for the solutions of continuous and discrete Riccati equations. In this paper, an upper bound for solution of the unified Riccati equation is presentec~. In the limiting cases, the result reduces to a new upper bound for the solution of continuous and discrete Riccati equation. ~'~ 1997 Published by Elsevier Science B.V.
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.