New upper solution bounds of the discrete algebraic Riccati matrix equation (Q2479343)

The upper matrix bounds for the solution of the discrete algebraic Riccati equation (DARE) are presented. Using the matrix bound of Theorem 2.2, then the several eigenvalue upper bounds for the solution of the DARE are given and the comparisons with existing results are made. The advantage of the 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, the numerical examples to demonstrate the effectiveness of the derived results are given.