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

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Davies, Richard, 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

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.

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Item type Article
URI https://vuir.vu.edu.au/id/eprint/3235
DOI 10.1016/j.chaos.2006.06.096
Official URL http://www.sciencedirect.com/science?_ob=MImg&_ima...
Subjects Historical > Faculty/School/Research Centre/Department > Institute for Logistics and Supply Chain Management (ILSCM)
Historical > FOR Classification > 0199 Other Mathematical Sciences Information Systems
Keywords ResPubID18804, algebraic Riccati equation, Lyapunov equations, iterative algorithms, upper matrix bounds
Citations in Scopus 20 - View on Scopus
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