New solution bounds for the discrete algebraic matrix Riccati equation
Chien‐Hua Lee, Tsung‐Lieh Hsien · Optimal Control Applications and Methods · 1999
New upper and lower matrix bounds and the corresponding eigenvalue bounds on the solution of the discrete algebraic Riccati equation are discussed in this paper. The present bounds are tighter than the majority of those found in the literature. Copyright © 1999 John Wiley & Sons, Ltd.