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Lower bounds for the trace of the solution of the discrete algebraic Riccati equation

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3 Author(s)
Sang Woo Kim ; Res. Center for Adv. Control & Instrum., Seoul Nat. Univ., South Korea ; Poo Gyeon Park ; Wook Hyun Kwon

Two lower bounds for the trace of the solution of the discrete algebraic Riccati equation (DARE) are presented. It is shown that in many cases, these trace bounds are tighter than those in the literature and greater than the trace of the state weighting matrix even when the system matrix is singular. The results are illustrated by an example

Published in:

IEEE Transactions on Automatic Control  (Volume:38 ,  Issue: 2 )