New upper solution bounds of the discrete algebraic Riccati matrix equation

DOI10.1016/J.CAM.2007.01.015zbMath1143.65034OpenAlexW2012057157MaRDI QIDQ2479343

Yanyan Li

Publication date: 26 March 2008

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2007.01.015

zbMATH Keywords

discrete algebraic Riccati equationmatrix bound

Mathematics Subject Classification ID

Related Items (10)

Convergence analysis of Newton method without inversion for solving discrete algebraic Riccati equations ⋮ Eigenvalues of the solution of the Lyapunov tensor equation ⋮ Unified, improved matrix upper bound on the solution of the continuous coupled algebraic Riccati equation ⋮ New solution bounds for the continuous algebraic Riccati equation ⋮ New matrix bounds, an existence uniqueness and a fixed-point iterative algorithm for the solution of the unified coupled algebraic Riccati equation ⋮ An accelerated technique for solving one type of discrete-time algebraic Riccati equations ⋮ Numerical algorithms of the discrete coupled algebraic Riccati equation arising in optimal control systems ⋮ A Contraction Analysis of the Convergence of Risk-Sensitive Filters ⋮ Newton's method for the positive solution of the coupled algebraic Riccati equation applied to automatic control ⋮ The existence uniqueness and the fixed iterative algorithm of the solution for the discrete coupled algebraic Riccati equation

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