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On bound for the solution of the unified algebraic Riccati equation

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Warianty tytułu
Języki publikacji
EN
Abstrakty
EN
In recent years, several bounds of eigenvalues, norms and determinants for solutions of the continuous and discrete Riccati equations have been separately investigated. In this paper, an upper bound for the solution of the unified algebraic Riccati equations is presented. In the limit case, the result is reduced to a new upper bound for the solution of discrete and continuous Riccati equation.
Rocznik
Tom
Strony
13--20
Opis fizyczny
Bibliogr. 11 poz.
Twórcy
autor
  • Zakład Automatyki, Politechnika Śląska, Gliwice, ul. Akademicka 16
Bibliografia
  • [1] A. R. Amir-Moez, Extreme properties of eigenvalues of hermitan transformation and singular values of the sum and product of linear transformation, Duke Math. J. 23 (1956), 463-467.
  • [2] J. Fan, On a theorem of Weyl conferring eigenvalues of linear transformations I, Proc. Nat. Acad. Sci. U.S.A. 35 (1949), 652-655.
  • [3] J. Gailoff, Bounds for the eigenvalues of the solution of the discrete Riccati and Lyapunov equation and the continuous Lyapunov equation, International Journal of Control, 37 (1986), 423-431.
  • [4] N. Komaroff, Upper bounds for the Solution, of the discrete Riccati equation, IEEE Transactions on automatic Control, 37 (1992), 1370-1372.
  • [5] N. Komaroff, Diverse bounds for the eigenvalues of the continuous elgebraic Riccati equation, IEEE Transactions on Automatic Control, 39 (1994), 532-534.
  • [6] P. Lancaster and L. Rodman, Algebraic Riccati Equation, Oxford Univ. Press., 1995.
  • [7] R. H. Middleton and G. C. Goodwin, Digital Control and Estimation - A Unified approach, Englewood Cliffs, NJ: Prentice-Hall, 1990.
  • [8] D. S. Mitrinovic, Analytic Inequalities, New York: Springer-Verlag, 1970.
  • [9] T. Mori and A. Derese, A brief summary of the bounds on the solution of the algebraic matrix equations in control theory, International Journal of Control, 39 (1984), 247-256.
  • [10] M. Mrabti and M. Benseddik, Bounds for the eigenvalues of the solution of the unified algebraic Riccati matrix equation, Systems & Control Letters, 24 (1995), 345-349.
  • [11] S. Wang et al., Trace bounds on the solution of the algebraic matrix Riccati and Laypunov equations, IEEE Transactions on Automatic Control, 31 (1986), 654-656
Typ dokumentu
Bibliografia
Identyfikator YADDA
bwmeta1.element.baztech-6ecdd5bd-828e-460a-9239-76dbffcfdcc0
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