DocumentCode
829770
Title
Upper and lower bounds on the solution of the algebraic Riccati equation
Author
Yasuda, Kazunori ; Hirai, Kazumasa
Author_Institution
Kobe University, Kobe, Japan
Volume
24
Issue
3
fYear
1979
fDate
6/1/1979 12:00:00 AM
Firstpage
483
Lastpage
487
Abstract
Given an algebraic matrix Riccati equation 
, the fundamental inequalities which are satisfied by the extremal eigenvalues of the positive definite solution 
, are established. It Is illustrated that these resultant estimations appear to be considerably tighter than previously available results in many cases. Similar results are obtained for the discrete algebraic matrix Riccati equation.
, the fundamental inequalities which are satisfied by the extremal eigenvalues of the positive definite solution , are established. It Is illustrated that these resultant estimations appear to be considerably tighter than previously available results in many cases. Similar results are obtained for the discrete algebraic matrix Riccati equation.Keywords
Algebraic Riccati equation (ARE); Riccati equations, algebraic; Asymptotic stability; Automatic control; Eigenvalues and eigenfunctions; Integral equations; Linear matrix inequalities; Riccati equations; Symmetric matrices; Upper bound;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1979.1102075
Filename
1102075
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