Title of article
New upper solution bounds of the discrete algebraic Riccati matrix equation
Author/Authors
Davies، نويسنده , , Richard and Shi، نويسنده , , Peng and Wiltshire، نويسنده , , Ron، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2008
Pages
9
From page
307
To page
315
Abstract
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 over existing upper bounds is that the new upper bounds of Theorem 2.2 and Corollary 2.1 are always calculated if the stabilizing solution of the DARE exists, whilst all existing upper matrix bounds might not be calculated because they have been derived under stronger conditions. Finally, we give numerical examples to demonstrate the effectiveness of the derived results.
Keywords
Matrix bound , Discrete algebraic Riccati equation
Journal title
Journal of Computational and Applied Mathematics
Serial Year
2008
Journal title
Journal of Computational and Applied Mathematics
Record number
1554220
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