Abstract
This paper proposes a norm-type discrete Riccati equation, which is a generalized version of the well-known standard discrete Riccati equation, and has additional norm terms. Under stabilizability and the assumption that the additional terms are not too large, the existence of a positive semi-definite solution is guaranteed. Such an equation appears in the guaranteed cost control based on norm-type upper bound. In this paper, a numerical solution and a numerical example are given about this equation. Moreover, application to guaranteed cost control is also given.
