Orthogonal projections and solution of algebraic Riccati equations
β Scribed by F.A. Aliyev; B.A. Bordyug; B.V. Larin
- Publisher
- Elsevier Science
- Year
- 1989
- Weight
- 360 KB
- Volume
- 29
- Category
- Article
- ISSN
- 0041-5553
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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-