Title: Upper and Lower Matrix Bounds of the Solution to the Discrete Time Algebraic Riccati Equation
Abstract: In this paper,by using the formula of matrix inversion an equivalent form of the general discrete time algebraic Riccati equation isproposed,the upper and lower matrix bounds and the extreme eigenvalue bounds of the symmetric positive definite solution matrix P are also given.Then,some tighter upper and lower matrix bounds for the solution matrix P are obtained.By applying Reyleigh inequality and the properties of matrix eigenvalue.Our results are the generalization of those about standard discrete time algebraic Riccati equation.The proposed results are illustrated through a numerical example.
Publication Year: 2005
Publication Date: 2005-01-01
Language: en
Type: article
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