• 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