Bounds of the solution matrix of the discrete time algebraic Riccati equatio
Dongyan Chen · Dianji yu kongzhi xuebao · 2010
The estimation problem of the solutions of general discrete time algebraic Riccati equations(GDTARE)is discussed.The upper and lower bounds of solution matrices for GDTARE were given by applying the properties of matrices and their eigenvalues,and an iteration format,which can be used to improve the lower and upper bounds effectively,was established.Finally,it is shown that our results are more general and less conservative than the existing ones by comparison and the numerical example.