Generalized Norm Bound of the Algebraic Matrix Riccati Equation

대수리카티방정식의 해의 일반적 노음 하한

  • Kang, Tae-Sam (Department of Control and Instrumentation Engineering, Seoul National University) ;
  • Lee, Jang-Gyu (Department of Control and Instrumentation Engineering, Seoul National University)
  • 강태삼 (서울대학교 제어계측공학과) ;
  • 이장규 (서울대학교 제어계측공학과)
  • Published : 1992.07.23

Abstract

Presented in this paper is a generalized norm bound for the continuous and discrete algebraic Riccati equations. The generalized norm bound provides a lower bound of the Riccati solutions specified by any kind of submultiplicative matrix norms including the spectral, Frobenius and $\ell_1$ norms.

Keywords