IEEE Transactions on Automatic Control, Vol.39, No.8, 1676-1678, 1994
Iterative Matrix Bounds and Computational Solutions to the Discrete Algebraic Riccati Equation
Bilateral matrix bounds for the solution of the discrete algebraic Riccati equation (DARE) are presented. They are new or tighter than the existing bound. Computational algorithms to solve the DARE follow.
Keywords:LYAPUNOV EQUATIONS