Title :
Lower bounds for the trace of the solution of the discrete algebraic Riccati equation
Author :
Kim, Sang Woo ; Park, PooGyeon ; Kwon, Wook Hyun
Author_Institution :
Res. Center for Adv. Control & Instrum., Seoul Nat. Univ., South Korea
fDate :
2/1/1993 12:00:00 AM
Abstract :
Two lower bounds for the trace of the solution of the discrete algebraic Riccati equation (DARE) are presented. It is shown that in many cases, these trace bounds are tighter than those in the literature and greater than the trace of the state weighting matrix even when the system matrix is singular. The results are illustrated by an example
Keywords :
matrix algebra; DARE; discrete algebraic Riccati equation; lower bounds; state weighting matrix; system matrix; trace bounds; Arithmetic; Automatic control; Eigenvalues and eigenfunctions; Instruments; Riccati equations;
Journal_Title :
Automatic Control, IEEE Transactions on
