Title of article :
New lower solution bounds of the continuous algebraic Riccati matrix equation Original Research Article
Author/Authors :
Richard Davies، نويسنده , , Peng Shi، نويسنده , , Ron Wiltshire، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2007
Abstract :
In optimal and robust control problems, the so-called continuous algebraic Riccati equation (CARE) plays an important part. By utilizing some matrix inequalities and linear algebraic techniques, new lower matrix bounds for the solution of the CARE are derived. Following the derived bounds, iterative algorithms are then developed to obtain sharper solution estimates. In comparison to existing results, the obtained bounds are less restrictive. Finally, we give numerical examples to demonstrate the effectiveness of our results.
Keywords :
Matrix bound , Iterative algorithm , Continuous algebraic Riccati equation
Journal title :
Linear Algebra and its Applications
Journal title :
Linear Algebra and its Applications