Residual bounds of approximate solutions of the discrete-time algebraic Riccati equation
โ Scribed by Ji-guang Sun
- Publisher
- Springer-Verlag
- Year
- 1998
- Tongue
- English
- Weight
- 158 KB
- Volume
- 78
- Category
- Article
- ISSN
- 0029-599X
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๐ SIMILAR VOLUMES
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
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.
Consider the discrete-time algebraic Riccati equation (DARE) ATXA -X -(ATXB + S)(R + B?fB)~' (F/U + ST) + Q = 0, where A E W"", B, S t (w"""'~ R = RT E LQ"""' , Q = QT E W"'. The available perturbation theory for the DARE can only be applied to the case R > 0. However, in some control problems the