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
Link To Document :
