The solution bounds and fixed point iterative algorithm for the discrete coupled algebraic Riccati equation applied to automatic control
The solution bounds and fixed point iterative algorithm for the discrete coupled algebraic Riccati equation applied to automatic control
复制标题
自动控制中离散耦合代数Riccati方程的解界和不动点迭代算法
DOI：
10.1093/imamci/dnw012
复制
发表时间：
2017
影响因子：
1.5
通讯作者：
Zhang Juan
中科院分区：
文献类型：
--
作者：
Liu Jianzhou;Wang Li;Zhang Juan
In this article, applying the special properties of nonnegative matrices and symmetric matrices, we consider the coupled term as a whole and derive the solution bounds of the discrete coupled algebraic Riccati equation. This reduces the error of taking apart the coupled term separately when applying inequality techniques to get the bounds in general. Then, using Cauchy–Schwarz inequality, matrix norm inequalities and a fixed point theorem, we discuss the existence uniqueness condition and fixed point iteration for the solution of this equation. Finally, we offer corresponding numerical examples to illustrate the effectiveness of our results.
