Title :
On the matrix bounds for the solution matrix of the discrete algebraic Riccati equation
fDate :
5/1/1996 12:00:00 AM
Abstract :
New upper and lower matrix bounds of the solution for the discrete algebraic Riccati equation are developed. The former is new and the later is less restrictive than previously reported one. By these bounds, the corresponding eigenvalue bounds then are determined. Comparing to the majority of those appeared in the literature, the present eigenvalue hounds are tighter.
Keywords :
Business; Circuits; Councils; Eigenvalues and eigenfunctions; Riccati equations; Symmetric matrices; System analysis and design;
Journal_Title :
Circuits and Systems I: Fundamental Theory and Applications, IEEE Transactions on