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