The improved eigenvalue bounds for the solution of the discrete algebraic Riccati equation

被引：4
|
作者：
Zhang, Juan [1 ,2 ]
Liu, Jianzhou [1 ]
Zha, Yaling [1 ]
机构：
[1] Xiangtan Univ, Dept Math & Computat Sci, Xiangtan 411105, Hunan, Peoples R China
[2] Natl Univ Def Technol, Coll Sci, Changsha 410073, Hunan, Peoples R China
来源：
IMA JOURNAL OF MATHEMATICAL CONTROL AND INFORMATION | 2017年 / 34卷 / 03期
基金：
中国国家自然科学基金; 中国博士后科学基金;
关键词：
discrete algebraic Riccati equation; majorization inequality; eigenvalue; UPPER MATRIX BOUNDS; LYAPUNOV EQUATIONS; UNIFIED APPROACH; SYSTEMS;
D O I：
10.1093/imamci/dnv074
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 using matrix eigenvalue inequalities and the properties of the positive definite solution for the discrete algebraic Riccati equation (DARE), we present upper and lower eigenvalue bounds for the solution of this equation. Moreover, applying majorization inequalities and eigenvalue summation (product) inequalities of special matrices, based on the derived results, we propose upper and lower bounds on eigenvalue summation and product for the solution of the DARE, which improve some of the recent results. The numerical examples show the effectiveness of the derived results.
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页码：851 / 870
页数：20
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