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 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.
| Original language | English |
|---|---|
| Pages (from-to) | 776 - 784 |
| Number of pages | 8 |
| Journal | International Journal of Control, Automation and Systems |
| Volume | 6 |
| Publication status | Published - 1 Oct 2008 |
Keywords
- continuous algebraic riccati equation
- eigenvalue bound, matrix bound
- similarity transformation