New upper solution bounds of the discrete algebraic Riccati matrix equation

DOI10.1016/j.cam.2007.01.015zbMath1143.65034MaRDI 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 equation; matrix bound

Mathematics Subject Classification ID

Related Items

New matrix bounds, an existence uniqueness and a fixed-point iterative algorithm for the solution of the unified coupled algebraic Riccati equation, 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, 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, Convergence analysis of Newton method without inversion for solving discrete algebraic Riccati equations, Newton's method for the positive solution of the coupled algebraic Riccati equation applied to automatic control, 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

Cites Work

• Unnamed Item
• Solution bounds for the discrete Riccati equation and its applications
• Matrix bounds of the discrete ARE solution
• 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
• Lower summation bounds for the discrete Riccati and Lyapunov equations
• Upper bounds for the solution of the discrete Riccati equation
• A note on the algebraic matrix Riccati equation
• On norm bounds for algebraic 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
• Upper and lower bounds of the solutions of the discrete algebraic Riccati and Lyapunov matrix equations
• Matrix bounds of the solutions of the continuous and discrete Riccati equations--a unified approach
• Upper matrix bounds for the discrete algebraic Riccati matrix equation
• Bounds in algebraic Riccati and Lyapunov equations: a survey and some new results
• Comments on "Upper matrix bounds for the discrete algebraic Riccati matrix equation" [with author's reply]