On lower bounds of the solution of the discrete time algebraic Riccati equation

被引：0

作者：

Chen Dongyan ^{[1
]}

Bi Haiyun ^{[1
]}

机构：

[1] Harbin Univ Sci & Tech, Dept Appl Math, Harbin 150080, Heilongjiang, Peoples R China

来源：

PROCEEDINGS OF THE 26TH CHINESE CONTROL CONFERENCE, VOL 3 | 2007年

关键词：

discrete time algebraic Riccati equation; solution matrix; trace; lower bound; LYAPUNOV EQUATION; EIGENVALUES; TRACE;

D O I：

暂无

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, the estimation problem of solution of the general discrete time algebraic Riccati equation (GDTARE) is discussed. First, the equivalent of the GDTARE is given by using the formula of matrix inversion; then, three new lower bounds for the trace of the solution of the GDTARE are derived by means of the properties of eigenvaules and traces of matrices; Compared to the majority of the approach proposed in the literature, the present results have less conservative under certain conditions and the illustration is made with two numerical examples.

引用

页码：565 / +

页数：2

共 6 条

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