Title :
Computation of Upper Solution Bounds for Continuous Algebraic Riccati Equations
Author :
Zhang, Wei ; Jin, Ming ; Han, Zhengzhi
Author_Institution :
Eng. Training Center, Shanghai Univ. of Eng. Sci., Shanghai, China
Abstract :
This paper is considered with the computation of upper bounds for the solution of continuous algebraic Riccati equations (CARE). By using some linear algebraic techniques, a parameterized upper bound for the solution of CARE is presented. Iterative algorithm is also given to obtain more precise bounds. Compared with some existing results in the literature, the present bounds are less restrictive and more effective. The effectiveness of the proposed approach is verified via a numerical example.
Keywords :
Riccati equations; iterative methods; linear algebra; Iterative algorithm; continuous algebraic Riccati equation; linear algebraic technique; upper solution bounds; Eigenvalues and eigenfunctions; Estimation; Iterative methods; Matrices; Riccati equations; Upper bound; Continuous algebraic Riccati equation (CARE); Lyapunov equation; iterative algorithm; upper solution bound;
Conference_Titel :
Computational and Information Sciences (ICCIS), 2010 International Conference on
Conference_Location :
Chengdu
Print_ISBN :
978-1-4244-8814-8
Electronic_ISBN :
978-0-7695-4270-6
DOI :
10.1109/ICCIS.2010.40
