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Theory and Modern Applications

Table 1 Iteration errors ( \(\pmb{\varepsilon=10^{-8}}\) )

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

\(\boldsymbol{P_{0}=\widehat{P}_{1}}\)

\(\boldsymbol{P_{0}=Q}\)

k

e ( k )

k

e ( k )

1

0.00198010

1

0.00881228

2

6.53368839 × 10−6

2

1.29922911 × 10−4

3

5.18447904 × 10−8

3

1.54679034 × 10−6

4

6.25516090 × 10−10

4

1.94930367 × 10−8

  

5

1.90929712 × 10−10