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.
Solution Bounds for the Discrete Riccati Equation and Its Applications
โ Scribed by C. H. Lee; Y. C. Chang
- Book ID
- 110410725
- Publisher
- Springer
- Year
- 1998
- Tongue
- English
- Weight
- 600 KB
- Volume
- 99
- Category
- Article
- ISSN
- 0022-3239
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๐ SIMILAR VOLUMES
In the asymptotic theory of the Riccati equation, certain a priori bounds are of importance. The upper bound is of the form W -1 + \_dlC with W the observability matrix, C the controllability matrix, and A 1 a constant. In [3,4,6] we asserted that A 1 could be taken to be 1, this is not the case in
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