On the matrix bounds for the solution matrix of the discrete algebraic Riccati equation
Chien‐Hua Lee · IEEE Transactions on Circuits and Systems I Fundamental Theory and Applications · 1996
New upper and lower matrix bounds of the solution for the discrete algebraic Riccati equation are developed. The former is new and the later is less restrictive than previously reported one. By these bounds, the corresponding eigenvalue bounds then are determined. Comparing to the majority of those appeared in the literature, the present eigenvalue hounds are tighter.