Title :
New results for the bounds of the solution for the continuous Riccati and Lyapunov equations
Author_Institution :
Dept. of Electr. Eng., Kung Shan Inst. of Technol., Tainan, Taiwan
fDate :
1/1/1997 12:00:00 AM
Abstract :
This paper presents upper and lower matrix bounds for the solution of the continuous algebraic matrix Riccati equation. Furthermore, a new lower matrix bound for the solution of the continuous algebraic Lyapunov equation is also developed. These are new results
Keywords :
Lyapunov matrix equations; Riccati equations; continuous algebraic Lyapunov equation; continuous algebraic matrix Riccati equation; lower matrix bounds; upper matrix bound; Automatic control; Control systems; Differential equations; Game theory; Matrices; Minimax techniques; Riccati equations; Smoothing methods; State-space methods; Time varying systems;
Journal_Title :
Automatic Control, IEEE Transactions on
