离散代数Riccati方程解的上下界研究
ON UPPER AND LOWER BOUNDS FOR TRACE OF SOLUTION OF THE DISCRETE ALGEBRAIC RICCATI EQUATION
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摘要: 研究离散时间代数Riccati方程（DARE），给出了DARE解的迹的上界和下界估计公式，所得结果与现有结果比较，具有较小的保守性．计算实例表明本文方法的有效性．Abstract: New upper and lower bounds for the trace of the solution of the discrete algebraic Riccati equation are derived in this paper. The proposed bounds are tighter as compared with the majority of existing results, and they are illustrated through an example.
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