Upper solution bounds of the continuous and discrete coupled algebraic Riccati equations

Ron Wiltshire, Peng Shi, Richard Keith Davies

Allbwn ymchwil: Cyfraniad at gyfnodolynErthygladolygiad gan gymheiriaid

Crynodeb

In this paper, we propose upper bounds for the sum of the maximal eigenvalues of the solutions of the continuous coupled algebraic Riccati equation (CCARE) and the discrete coupled algebraic Ricatti equation (DCARE), which are then used to infer upper bounds for the maximal eigenvalues of the solutions of each Riccati equation. By utilizing the upper bounds for the maximal eigenvalues of each equation, we then derive upper matrix bounds for the solutions of the CCARE and DCARE. Following the development of each bound, an iterative algorithm is proposed which can be used to derive tighter upper matrix bounds. Finally, we give numerical examples to demonstrate the effectiveness of the proposed results, making comparisons with existing results.
Iaith wreiddiolSaesneg
Tudalennau (o-i)1088 - 1096
Nifer y tudalennau8
CyfnodolynAutomatica
Cyfrol44
Rhif cyhoeddi4
Dynodwyr Gwrthrych Digidol (DOIs)
StatwsCyhoeddwyd - 1 Ebr 2008

Ôl bys

Gweld gwybodaeth am bynciau ymchwil 'Upper solution bounds of the continuous and discrete coupled algebraic Riccati equations'. Gyda’i gilydd, maen nhw’n ffurfio ôl bys unigryw.

Dyfynnu hyn