New upper and lower bounds, the iteration algorithm for the solution of the discrete algebraic Riccati equation

摘要

In this paper, applying the properties of matrix Schur complement and matrix inverse, via some matrix equalities and inequalities, we present new lower and upper solution bounds of the discrete algebraic Riccati equation. Then, by the compressed image principle and a matrix norm inequality, we offer an existence uniqueness condition and a fixed point iteration algorithm for the solution of the discrete algebraic Riccati equation. Finally, a corresponding numerical example demonstrates the effectiveness of the developed results.