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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)
Publication Information
International Journal of Control, Automation, and Systems / v.6, no.5, 2008 , pp. 776-784 More about this Journal
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
Continuous algebraic Riccati equation (CARE); eigenvalue bound; iterative algorithm; matrix bound; similarity transformation;
Citations & Related Records

Times Cited By Web Of Science : 1  (Related Records In Web of Science)
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