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.
|Pages (from-to)||307 - 315|
|Number of pages||8|
|Journal||Journal of Computational and Applied Mathematics|
|Publication status||Published - 1 Mar 2007|
- matrix bound
- discrete algebraic Riccati equation
- similarity transformation