Estimation of upper bounds for solution matrix of perturbed discrete Riccati matrix equation
YU Yuqin
Abstract
YU Yuqin
Abstract
The estimation for the solution matrix of perturbed discrete Riccati matrix equation is investigated in this study.The perturbed parameters of this equation show the characteristics of norm bounded uncertainty.The new upper bounds of solution matrix for perturbed discrete Riccati matrix equation are derived using matrix inequalities and its eigenvalue.Using eigenvalue and singular value to obtain the upper bounds avoids solving complex higher-order equations.The study results are verified by numerical examples.Compared with the existing result,it shows less conservative.This study result has significant theoretical and practical value in the study on control theory and state estimation problem.
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The estimation for the solution matrix of perturbed discrete Riccati matrix equation is investigated in this study.The perturbed parameters of this equation show the characteristics of norm bounded uncertainty.The new upper bounds of solution matrix for perturbed discrete Riccati matrix equation are derived using matrix inequalities and its eigenvalue.Using eigenvalue and singular value to obtain the upper bounds avoids solving complex higher-order equations.The study results are verified by numerical examples.Compared with the existing result,it shows less conservative.This study result has significant theoretical and practical value in the study on control theory and state estimation problem.
Key concepts: Riccati equation, Algebraic Riccati equation, Mathematics, Matrix difference equation, Matrix (chemical analysis), Eigenvalues and eigenvectors, Matrix differential equation, Applied mathematics