论文信息 - Iterative matrix bounds and computational solutions to the discrete algebraic Riccati equation

Iterative matrix bounds and computational solutions to the discrete algebraic Riccati equation

Bilateral matrix bounds for the solution of the discrete algebraic Riccati equation (DARE) are presented. They are new or tighter than the existing bound. Computational algorithms to solve the DARE follow. >

N. Komaroff | N. Komaroff

[1] K. Hirai,et al. Upper and lower bounds on the solution of the algebraic Riccati equation , 1979 .

[2] Charles R. Johnson,et al. Matrix analysis , 1985, Statistical Inference for Engineers and Data Scientists.

[3] M. Toda,et al. On norm bounds for algebraic Riccati and Lyapunov equations , 1978 .

[4] D. Kleinman. Stabilizing a discrete, constant, linear system with application to iterative methods for solving the Riccati equation , 1974 .

[5] N. Komaroff,et al. Lower summation bounds for the discrete Riccati and Lyapunov equations , 1992 .

[6] Myung-Joong Youn,et al. On bounds of the Riccati and Lyapunov matrix equations , 1985 .

[7] N. Komaroff,et al. Upper bounds for the solution of the discrete Riccati equation , 1992 .

[8] Huibert Kwakernaak,et al. Linear Optimal Control Systems , 1972 .

[9] J. Garloff. Bounds for the eigenvalues of the solution of the discrete Riccati and Lyapunov equations and the continuous Lyapunov equation , 1986 .

[10] T. Mori,et al. On the discrete Riccati equation , 1987 .