Matrix bounds of the discrete ARE solution

DOI10.1016/S0167-6911(98)00061-9zbMath0913.93044OpenAlexW2005604276MaRDI QIDQ1277755

Poo Gyeon Park, Sang-Woo Kim

Publication date: 2 March 1999

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-6911(98)00061-9

zbMATH Keywords

discrete Lyapunov equationdiscrete algebraic Riccati equationmatrix bound

Mathematics Subject Classification ID

Stabilization of systems by feedback (93D15) Discrete-time control/observation systems (93C55) Matrix equations and identities (15A24)

Related Items

New upper and lower bounds, the iteration algorithm for the solution of the discrete algebraic Riccati equation, Upper solution bounds of the continuous and discrete coupled algebraic Riccati equations, New matrix bounds, an existence uniqueness and a fixed-point iterative algorithm for the solution of the unified coupled algebraic Riccati equation, New upper solution bounds of the discrete algebraic Riccati matrix equation, Trace inequalities for matrix products and trace bounds for the solution of the algebraic Riccati equations, Matrix bounds of the solutions of the continuous and discrete Riccati equations--a unified approach, A Contraction Analysis of the Convergence of Risk-Sensitive Filters, The existence uniqueness and the fixed iterative algorithm of the solution for the discrete coupled algebraic Riccati equation

Uses Software

• RICPAC
• Algorithm 432

Cites Work

• A brief summary of the bounds on the solution of the algebraic matrix equations in control theory
• A note on the discrete Lyapunov and Riccati matrix equations
• On bounds of the Riccati and Lyapunov matrix equations
• Bounds for the eigenvalues of the solution of the discrete Riccati and Lyapunov equations and the continuous Lyapunov equation
• On the discrete Riccati equation
• A Schur method for solving algebraic Riccati equations
• On the numerical solution of the discrete-time algebraic Riccati equation
• Lower summation bounds for the discrete Riccati and Lyapunov equations
• Upper and lower bounds on the solution of the algebraic Riccati equation
• Iterative matrix bounds and computational solutions to the discrete algebraic Riccati equation
• Upper matrix bound of the solution for the discrete Riccati equation
• Improved bounds for the eigenvalues of solutions of Lyapunov equations
• Bounds in algebraic Riccati and Lyapunov equations: a survey and some new results
• Algorithm 432 [C2: Solution of the matrix equation AX + XB = C [F4]]