TY - JOUR
T1 - New Upper Matrix Bounds for the Solution of the Continuous Algebraic Riccati Matrix Equation
AU - Wiltshire, Ron
AU - Shi, Peng
AU - Davies, Richard Keith
PY - 2008/10/1
Y1 - 2008/10/1
N2 - 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 the 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.
AB - 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 the 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.
KW - continuous algebraic riccati equation
KW - eigenvalue bound, matrix bound
KW - similarity transformation
M3 - Article
SN - 1598-6446
VL - 6
SP - 776
EP - 784
JO - International Journal of Control, Automation and Systems
JF - International Journal of Control, Automation and Systems
ER -