TY - JOUR
T1 - New upper solution bounds of the discrete algebraic Riccati matrix equation
AU - Wiltshire, Ron
AU - Shi, Peng
AU - Davies, Richard
PY - 2007/3/1
Y1 - 2007/3/1
N2 - In this note, we present upper bounds for the solution of the discrete algebraic Riccati equation (DARE). Using the matric 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.
AB - In this note, we present upper bounds for the solution of the discrete algebraic Riccati equation (DARE). Using the matric 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.
KW - matrix bound
KW - discrete algebraic Riccati equation
KW - similarity transformation
U2 - 10.1016/j.cam.2007.01.015
DO - 10.1016/j.cam.2007.01.015
M3 - Article
VL - 213
SP - 307
EP - 315
JO - Journal of Computational and Applied Mathematics
JF - Journal of Computational and Applied Mathematics
IS - 2
ER -