The matrix bounds and fixed-point iteration for the solution of the discrete algebraic Riccati equation

被引:5
|
作者
Zhang, Juan [1 ]
Liu, Jianzhou [1 ]
机构
[1] Xiangtan Univ, Dept Math & Computat Sci, Xiangtan 411105, Hunan, Peoples R China
基金
中国国家自然科学基金;
关键词
index terms-matrix bound; discrete algebraic Riccati equation; eigenvalue;
D O I
10.1093/imamci/dny004
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
In this paper, by constructing the equivalent form of the discrete algebraic Riccati equation (DARE), applying the eigenvalue inequalities of matrix's sum and product, we provide new lower and upper matrix bounds for the solution of the DARE, which improve some of the recent results. Further, using the derived matrix bounds and a fixed point theorem, we discuss the existence and uniqueness for the solution of the DARE. Finally, we give corresponding numerical examples to demonstrate the effectiveness of our results.
引用
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页码:681 / 699
页数:19
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