摘要
研究了一般离散时间代数Riccati方程(GDTARE)的解矩阵的估计问题。利用矩阵特征值的性质等推导出GDTARE的解矩阵的上下界,并建立了求解上下界的迭代格式,使用迭代格式可对上下界进行改进。最后,通过比较分析和算例验证说明了本文所得结果较已有研究结果更具有一般性和较小的保守性。
The estimation problem of the solutions of general discrete time algebraic Riccati equations （GDTARE） is discussed. The upper and lower bounds of solution matrices for GDTARE were given by applying the properties of matrices and their eigenvalues, and an iteration format, which can be used to improve the lower and upper bounds effectively, was established. Finally, it is shown that our results are more general and less conservative than the existing ones by comparison and the numerical example.
出处
《电机与控制学报》
EI
CSCD
北大核心
2010年第2期103-106,共4页
Electric Machines and Control
基金
国家自然科学基金资助项目(10471031
10771047)
