离散时间代数Riccati方程的解矩阵的下界与上界  

Lower and Upper Bounds of the Solution for the Discrete- time Algebraic Riccati Equation

作　　者：李学俊[1] 张凯院[1] 

机构地区：[1]西北工业大学应用数学系,西安710072

出　　处：《应用数学》2000年第1期94-97,共4页Mathematica Applicata

摘　　要：本文讨论离散时间代数 Riccati方程ATXA - X - ( ATXB +L ) ( R +BTXB) - 1 ( L T +BTXA) +QIn 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.

关 键 词：离散时间 对称正定解 DTARE 代数黎卡提方程 

分 类 号：O231[理学—运筹学与控制论] O151.2[理学—数学]