The improved eigenvalue bounds for the solution of the discrete algebraic Riccati equation.
Juan ZhangJianzhou LiuYaling ZhaPublished in: IMA J. Math. Control. Inf. (2017)
Keyphrases
- hamilton jacobi
- eikonal equation
- optimal solution
- mathematical model
- numerical methods
- lower bound
- least squares
- linear equations
- differential equations
- integer programming
- boundary value problem
- difference equations
- upper and lower bounds
- closed form
- nonlinear complementarity problem
- numerical integration
- sum of squared errors
- exact solution
- approximation methods
- decision variables
- neural network
- covariance matrix
- multiscale
- genetic algorithm