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

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]

This page was built for publication: New upper solution bounds of the discrete algebraic Riccati matrix equation