New upper and lower bounds, the iteration algorithm for the solution of the discrete algebraic Riccati equation

被引：8

作者：

Zhang, Juan ^{[1
]}

Liu, Jianzhou ^{[1
]}

机构：

[1] Xiangtan Univ, Dept Math & Computat Sci, Xiangtan 411105, Hunan, Peoples R China

来源：

ADVANCES IN DIFFERENCE EQUATIONS | 2015年

基金：

中国国家自然科学基金;

关键词：

matrix bound; discrete algebraic Riccati equation; Schur complement; eigenvalue; UPPER MATRIX BOUNDS; EXISTENCE UNIQUENESS; A-ASTERISK-X(-1)A;

D O I：

10.1186/s13662-015-0649-6

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, applying the properties of matrix Schur complement and matrix inverse, via some matrix equalities and inequalities, we present new lower and upper solution bounds of the discrete algebraic Riccati equation. Then, by the compressed image principle and a matrix norm inequality, we offer an existence uniqueness condition and a fixed point iteration algorithm for the solution of the discrete algebraic Riccati equation. Finally, a corresponding numerical example demonstrates the effectiveness of the developed results.

引用

页码：1 / 17

页数：17

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