| 离散时间代数Riccati方程的解矩阵的下界与上界 |
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| 引用本文： | 李学俊,张凯院.离散时间代数Riccati方程的解矩阵的下界与上界[J].应用数学,2000,13(1):94-97. |
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| 作者姓名： | 李学俊 张凯院 |
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| 作者单位： | 西北工业大学应用数学系,西安,710072 |
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| 摘 要： | 本文讨论离散时间代数Ｒｉｃｃａｔｉ方程ＡＴＸＡ－Ｘ－（ＡＴＸＢ＋Ｌ）（Ｒ＋ＢＴＸＢ）＾－１（ＬＴ＋ＢＴＸＡ）＋Ｑ＝０的唯一对称正定解的上界和下界。
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| 关 键 词： | 离散时间 对称正定解 DTARE 代数黎卡提方程 |
| 修稿时间： | 1999-4-29 |
Lower and Upper Bounds of the Solution for the Discrete-time Algebraic Riccati Equation |
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| Li Xuejun,Zhang Kaiyuan.Lower and Upper Bounds of the Solution for the Discrete-time Algebraic Riccati Equation[J].Mathematica Applicata,2000,13(1):94-97. |
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| Authors: | Li Xuejun Zhang Kaiyuan |
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| Abstract: | In this paper, the matrix bounds of single symmetric positive definite solution X of a Discrete- time Algebraic Riccati Equation(DTARE) is estimated. Comput ation algorithms of a lower and two upper matrix bounds can be obtained for X of DTARE. And the eigenvalue bounds, the trace and the determinant of the sam e solution X are determined from matrix bounds for X of DTARE. In additi on, a numerical example is given to verity these resluts. |
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| Keywords: | Discrete- time algebraic Riccati equation Symmetric positiv e definite solution Matrix bound |
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