Solution Bounds for the Discrete Riccati Equation and Its Applications
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Management Science and Operations Research,Control and Optimization
Link
http://link.springer.com/content/pdf/10.1023/A:1021730512293.pdf
Reference21 articles.
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2. Allwright, J. C., A Lower Bound for the Solution of the Algebraic Riccati Equation of Optimal Control and a Geometric Convergence Rate for the Kleinmam Algorithm, IEEE Transactions on Automatic Control, Vol. 25, pp. 826–829, 1980.
3. Willems, J. C., Least-Squares Stationary Optimal Control and the Algebraic Riccati Equation, IEEE Transactions on Automatic Control, Vol. 16, pp. 621–634, 1971.
4. Garloff, J., Bounds for the Eigenvalues of the Solution of Discrete Riccati and Lyapunov Equations and the Continuous Lyapunov Equation, International Journal of Control, Vol. 43, pp. 423–431, 1986.
5. Kim, S. W., Park, P. G., and Kwon, W. H., Lower Bounds for the Solution of the Discrete Riccati Equation, IEEE Transactions on Automatic Control, Vol. 38, pp. 312–314, 1993.
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