Journal
INTERNATIONAL JOURNAL OF CONTROL
Volume 84, Issue 8, Pages 1430-1441Publisher
TAYLOR & FRANCIS LTD
DOI: 10.1080/00207179.2011.604794
Keywords
matrix bound; discrete algebraic Riccati equation; eigenvalue
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Funding
- National Natural Science Foundation of China [10971176]
- Hunan Provincial Natural Science Foundation of China [10JJ2002]
- Hunan Provincial Innovation Foundation for Postgraduate
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In this article, applying the properties of M-matrix and non-negative matrix, utilising eigenvalue inequalities of matrix's sum and product, we firstly develop new upper and lower matrix bounds of the solution for discrete coupled algebraic Riccati equation (DCARE). Secondly, we discuss the solution existence uniqueness condition of the DCARE using the developed upper and lower matrix bounds and a fixed point theorem. Thirdly, a new fixed iterative algorithm of the solution for the DCARE is shown. Finally, the corresponding numerical examples are given to illustrate the effectiveness of the developed results.
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