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New upper solution bounds of the discrete algebraic Riccati matrix equation

Davies, Richard and Shi, Peng and Wiltshire, Ron (2008) New upper solution bounds of the discrete algebraic Riccati matrix equation. Journal of Computational and Applied Mathematics, 213 (2). pp. 307-315. ISSN 0377-0427

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Abstract

In this note, we present upper matrix bounds for the solution of the discrete algebraic Riccati equation (DARE). Using the matrix bound of Theorem 2.2, we then give several eigenvalue upper bounds for the solution of the DARE and make comparisons with existing results. The advantage of our results over existing upper bounds is that the new upper bounds of Theorem 2.2 and Corollary 2.1 are always calculated if the stabilizing solution of the DARE exists, whilst all existing upper matrix bounds might not be calculated because they have been derived under stronger conditions. Finally, we give numerical examples to demonstrate the effectiveness of the derived results.

Item Type: Article
Uncontrolled Keywords: ResPubID18771, matrix bound, discrete algebraic Riccati equation
Subjects: FOR Classification > 0102 Applied Mathematics
Faculty/School/Research Centre/Department > Institute for Logistics and Supply Chain Management (ILSCM)
Depositing User: VUIR
Date Deposited: 17 Jun 2011 05:33
Last Modified: 25 Jul 2011 00:04
URI: http://vuir.vu.edu.au/id/eprint/3603
DOI: 10.1016/j.cam.2007.01.015
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Citations in Scopus: 9 - View on Scopus

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