IEEE Transactions on Automatic Control, Vol.42, No.6, 840-842, 1997
Upper Matrix-Bound of the Solution for the Discrete Riccati Equation
A new upper matrix bound of the solution for the discrete algebraic matrix Riccati equation is developed. This matrix bound is then used to derive bounds on the eigenvalues, trace, and determinant of the same solution. It is shown that these eigenvalue bounds are less restrictive than previous results.
Keywords:LYAPUNOV EQUATIONS;ALGEBRAIC RICCATI