Analytical and Verified Numerical Results Concerning Interval Continuous-time Algebraic Riccati Equations

This paper focuses on studying the interval continuous-time algebraic Riccati equation A*X + XA + Q - XGX = 0, both from the theoretical aspects and the computational ones. In theoretical parts, we show that Shary s results for interval linear systems can only be partially generalized to this interval Riccati matrix equation. We then derive an e cient technique for enclosing the united stable solution set based on a modi ed variant of the Krawczyk method which enables us to reduce the computational complexity, signi cantly. Various numerical experiments are also given to show the efficiency of proposed scheme.