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

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 。

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.\;