Bounds in algebraic Riccati and Lyapunov equations: A survey and some new results

被引:78
|
作者
Kwon, WH
Moon, YS
Ahn, SC
机构
[1] Department of Control and Instrumentation Engineering, Seoul National University, Seoul, 151-742
关键词
D O I
10.1080/00207179608921634
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
This paper summarizes and investigates the relations of a number of bounds for the solutions of the algebraic Riccati and Lyapunov equations that have been reported during the last two decades. Also presented are bounds for the unified Riccati equation using the delta operator and it is shown that some bounds for the continuous and discrete Riccati equations can be unified by them.
引用
收藏
页码:377 / 389
页数:13
相关论文
共 50 条
  • [21] Analytic and algebraic properties of Riccati equations: A survey
    Curtain, Ruth
    [J]. INDAGATIONES MATHEMATICAE-NEW SERIES, 2012, 23 (04): : 701 - 714
  • [22] A mixed Riccati-Lyapunov algorithm for coupled algebraic Riccati equations in MCV problems
    Cherfi, L.
    [J]. Advances in Computational Methods in Sciences and Engineering 2005, Vols 4 A & 4 B, 2005, 4A-4B : 1096 - 1099
  • [23] Computation of Upper Bounds for the Solution of Continuous Algebraic Riccati Equations
    Zhang, Wei
    Su, Housheng
    Wang, Jia
    [J]. CIRCUITS SYSTEMS AND SIGNAL PROCESSING, 2013, 32 (03) : 1477 - 1488
  • [25] ON EIGENVALUE BOUNDS AND ITERATION METHODS FOR DISCRETE ALGEBRAIC RICCATI EQUATIONS
    Dai, Hua
    Bai, Zhong-Zhi
    [J]. JOURNAL OF COMPUTATIONAL MATHEMATICS, 2011, 29 (03) : 341 - 366
  • [26] Spectral norm and trace bounds of algebraic matrix Riccati equations
    Kang, T
    Kim, BS
    Lee, JG
    [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1996, 41 (12) : 1828 - 1830
  • [27] Computation of Upper Bounds for the Solution of Continuous Algebraic Riccati Equations
    Wei Zhang
    Housheng Su
    Jia Wang
    [J]. Circuits, Systems, and Signal Processing, 2013, 32 : 1477 - 1488
  • [28] New solution bounds for the continuous algebraic Riccati equation
    Liu, Jianzhou
    Zhang, Juan
    Liu, Yu
    [J]. JOURNAL OF THE FRANKLIN INSTITUTE-ENGINEERING AND APPLIED MATHEMATICS, 2011, 348 (08): : 2128 - 2141
  • [29] New upper solution bounds for perturbed continuous algebraic Riccati equations applied to automatic control
    Davies, Richard
    Shi, Peng
    Wiltshire, Ron
    [J]. CHAOS SOLITONS & FRACTALS, 2007, 32 (02) : 487 - 495
  • [30] SOME NEW ANALYTIC AND COMPUTATIONAL RESULTS FOR OPERATOR RICCATI EQUATIONS
    CASTI, J
    LJUNG, L
    [J]. SIAM JOURNAL ON CONTROL, 1975, 13 (04): : 817 - 826