Title :
Upper matrix bound of the solution for the discrete Riccati equation
Author_Institution :
Dept. of Electr. Eng., Kung Shan Inst. of Technol., Tainan, Taiwan
fDate :
6/1/1997 12:00:00 AM
Abstract :
A new upper matrix bound of the solution for the discrete algebraic matrix Riccati equation is developed. This matrix bound is then used to derive bounds on the eigenvalues, trace, and determinant of the same solution. It is shown that these eigenvalue bounds are less restrictive than previous results
Keywords :
Riccati equations; control system analysis; control system synthesis; eigenvalues and eigenfunctions; matrix algebra; determinant; discrete algebraic matrix Riccati equation; eigenvalue bounds; trace; upper matrix bound; Control systems; Differential equations; Eigenvalues and eigenfunctions; Linear matrix inequalities; Optimal control; Riccati equations; Size control; Stability analysis; Symmetric matrices; System analysis and design;
Journal_Title :
Automatic Control, IEEE Transactions on
