Research Repository

New upper solution bounds for perturbed continuous algebraic Riccati equations applied to automatic control

Davies, Richard and Shi, Peng and Wiltshire, Ron (2007) New upper solution bounds for perturbed continuous algebraic Riccati equations applied to automatic control. Chaos, Solitons and Fractals, 32 (2). pp. 487-495. ISSN 0960-0779

Full text for this resource is not available from the Research Repository.

Abstract

In dynamical systems studies, the so-called Riccati and Lyapunov equations play an important role in stability analysis, optimal control and filtering design. In this paper, upper matrix bounds for the perturbation of the stabilizing solution of the continuous algebraic Riccati equation (CARE) are derived for the case when one, or all the coefficient matrices are subject to small perturbations. Comparing with existing works on this topic, the proposed bounds are less restrictive. In addition to these bounds, iterative algorithms are also derived to obtain more precise estimates.

Item Type: Article
Uncontrolled Keywords: ResPubID18804, algebraic Riccati equation, Lyapunov equations, iterative algorithms, upper matrix bounds
Subjects: Faculty/School/Research Centre/Department > Institute for Logistics and Supply Chain Management (ILSCM)
FOR Classification > 0199 Other Mathematical Sciences Information Systems
Depositing User: VUIR
Date Deposited: 26 Apr 2012 23:51
Last Modified: 26 Apr 2012 23:51
URI: http://vuir.vu.edu.au/id/eprint/3235
DOI: 10.1016/j.chaos.2006.06.096
ePrint Statistics: View download statistics for this item
Citations in Scopus: 13 - View on Scopus

Repository staff only

View Item View Item

Search Google Scholar