New Upper Matrix Bounds for the Solution of the Continuous Algebraic Riccati Matrix Equation

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

Davies, Richard, Shi, Peng and Wiltshire, Ron (2008) New Upper Matrix Bounds for the Solution of the Continuous Algebraic Riccati Matrix Equation. International Journal of Control Automation and Systems , 6 (5). pp. 776-784. ISSN 1598-6446

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.

Item type Article
URI https://vuir.vu.edu.au/id/eprint/3605
Official URL http://www.ijcas.org/admin/paper/files/IJCAS_v6_n5...
Subjects Historical > FOR Classification > 0906 Electrical and Electronic Engineering
Historical > Faculty/School/Research Centre/Department > Institute for Logistics and Supply Chain Management (ILSCM)
Historical > FOR Classification > 0199 Other Mathematical Sciences Information Systems
Keywords ResPubID16143, continuous algebraic Riccati equation (CARE), eigenvalue bound, iterative algorithm, matrix bound, similarity transformation
Citations in Scopus 11 - View on Scopus
Download/View statistics View download statistics for this item

Search Google Scholar

Repository staff login