引用本文: | 李学俊, 张凯院, 张 骏, 戴冠中.离散时间代数Riccati方程解矩阵的特征值分析[J].控制理论与应用,2003,20(1):133~135.[点击复制] |
LI Xue-jun, ZHANG Kai-yuan, ZHANG Jun, DAI Guan-zhong.Eigenvalue analysis of solutions to discrete time algebraic Riccati equation[J].Control Theory and Technology,2003,20(1):133~135.[点击复制] |
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离散时间代数Riccati方程解矩阵的特征值分析 |
Eigenvalue analysis of solutions to discrete time algebraic Riccati equation |
摘要点击 3156 全文点击 4685 投稿时间:2000-12-06 修订日期:2002-03-18 |
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DOI编号 |
2003,20(1):133-135 |
中文关键词 离散时间代数Riccati方程 对称正定解 极值特征值 迹 |
英文关键词 discrete time algebra Riccati equation symmetrical positive definite solution extremal eigenvalue trace |
基金项目 |
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中文摘要 |
针对离散时间代数Riccati方程DTARE的唯一对称正定解X的特征值,通过矩阵的恒等变形,给出了一种新的分析方法.最后获得解X的极值特征值的上界和下界,以及解X的特征值的和———迹的一个下界. |
英文摘要 |
The problem of eigenvalue for the single symmetric positive definite solution X of discrete time algebra Riccati equation (DTARE) is studied. Through identical deformation of matrix, a new analytical method is given. Finally, the upper and the lower bound of the extreme eigenvalue for the solution X of DTARE and a lower bound of trace for the solution X of DTARE can be obtained. |
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