离散耦合Riccati矩阵方程解的上下界估计及其不动点迭代算法

The Upper and Lower Matrix Bounds and Fixed Point Iteration Algorithm of the Discrete Coupled Algebraic Riccati Equation

利用M-矩阵及其逆的特殊性质,讨论了离散耦合代数Riccati矩阵方程正定解的上下界.进一步,获得了这类方程解的存在唯一性条件和不动点迭代算法.最后,给出相应的数值例子来说明所得结果的有效性.

In this paper,using the special properties of M-matrix and its inverse matrix,we discuss the upper and lower matrix bounds for the solution of the discrete coupled algebraic Riccati equation.Further,we present the existence uniqueness and the fixed point iteration algorithm of this equation.Finally,we offer corresponding numerical examples to illustrate the effectiveness of the derived results.