Comments on "A nonrecursive algebraic solution for the discrete Riccati equation"
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چکیده
منابع مشابه
Lower bounds on the solution of coupled algebraic Riccati equation
Upper bounds for eigenvalues of a solution to continuous time coupled algebraic Riccati equation (CCARE) and discrete time coupled algebraic Riccati equation (DCARE) are developed as special cases of bounds for the uni...ed coupled algebraic Riccati equation (UCARE). They include bounds of the maximal eigenvalues, the sums of the eigenvalues and the trace.
متن کاملLower Bounds for the Trace of the Solution of the Discrete Algebraic Riccati Equation
In this note, we first give necessary and sufficient conditionsfor the Hunvitz stability of the family A of polynomials 6(s) = Pm,_(s),where the polynomials F i ( s ) are fixed; and the polynomials Manuscript received July 20, 1990; revised April 18, 1991, and October4. 1991. This work was supportcd by the National Science Foundationunder Grants ECS-8914357, ECS-8613315, and ECS...
متن کاملOn the Discrete-Time Algebraic Riccati Equation and Its Solution in Closed-Form
Abstract: In the present paper we obtain a closed-form solution for the class of discrete-time algebraic Riccati equations (DTARE), whenever the eigenvalues of the A matrix are distinct. The obtained closed-form solution gives insight on issues such as loss of controllability and it might also prove comparable in terms of numerical precision over current solving algorithms. We also consider fur...
متن کاملAn efficient algorithm for the discrete-time algebraic Riccati equation
In this paper the authors develop a new algorithm to solve the standard discrete-time algebraic Riccati equation by using a skewHamiltonian transformation and the square-root method. The algorithm is structure-preserving and efficient because the Hamiltonian structure is fully exploited and only orthogonal transformations are used. The efficiency and stability of the algorithm are analyzed. Num...
متن کاملNew lower solution bounds for the continuous algebraic Riccati equation
In this paper, by constructing the equivalent form of the continuous algebraic Riccati equation (CARE) and applying some matrix inequalities, a new lower bounds solution of the CARE is proposed. Finally, corresponding numerical examples are provided to illustrate the effectiveness of the results.
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ژورنال
عنوان ژورنال: IEEE Transactions on Automatic Control
سال: 1980
ISSN: 0018-9286,1558-2523
DOI: 10.1109/tac.1980.1102386