International Journal of Control, Automation, and Systems

Institute of Control, Robotics and Systems (제어로봇시스템학회)
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New Upper Matrix Bounds for the Solution of the Continuous Algebraic Riccati Matrix Equation

  • Davies, Richard Keith (Faculty of Advanced Technology, University of Glamorgan) ;
  • Shi, Peng (Faculty of Advanced Technology, University of Glamorgan) ;
  • Wiltshire, Ron (Faculty of Advanced Technology, University of Glamorgan)
  • Published : 2008.10.31
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Abstract

In this paper, new upper matrix bounds for the solution of the continuous algebraic Riccati equation (CARE) are derived. Following the derivation of each bound, iterative algorithms are developed for obtaining sharper solution estimates. These bounds improve the restriction of the results proposed in a previous paper, and are more general. The proposed bounds are always calculated if the stabilizing solution of the CARE exists. Finally, numerical examples are given to demonstrate the effectiveness of the present schemes.

Keywords

References

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