Title :
Iterative matrix bounds and computational solutions to the discrete algebraic Riccati equation
Author_Institution :
Dept. of Electr. Eng., Queensland Univ., Qld., Australia
fDate :
8/1/1994 12:00:00 AM
Abstract :
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
Keywords :
difference equations; iterative methods; matrix algebra; nonlinear differential equations; bilateral matrix bounds; computational solutions; discrete algebraic Riccati equation; iterative matrix bounds; Australia; Control theory; Eigenvalues and eigenfunctions; Iterative algorithms; Linear matrix inequalities; Riccati equations; Signal processing; Signal processing algorithms; Symmetric matrices;
Journal_Title :
Automatic Control, IEEE Transactions on
