Title :
An Improved Lower Matrix Bound of the Solution of the Unified Coupled Riccati Equation
Author_Institution :
Dept. of Electr. Eng., Cheng-Shiu Univ., Kaohsiung, Taiwan
Abstract :
A new lower matrix bound of the solution for the unified coupled algebraic Riccati equation (UCARE) is proposed. This bound improves the drawback of the results presented in a previous paper.
Keywords :
Riccati equations; matrix algebra; continuous coupled Riccati equation; lower matrix bound; unified coupled algebraic Riccati equation; Eigenvalues and eigenfunctions; Riccati equations; Symmetric matrices; Yield estimation; Continuous coupled algebraic Riccati equation (CCARE); discrete coupled algebraic Riccati equation (DCARE); lower matrix bound; unified coupled algebraic Riccati equation (UCARE);
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.2005.852560
