Title :
New upper solution bounds of the continuous algebraic Riccati matrix equation
Author_Institution :
Dept. of Electr. Eng., Cheng-Shiu Univ., Kaohsiung, Taiwan
Abstract :
By utilizing some linear algebraic techniques, new upper bounds of the solution of the continuous algebraic Riccati equation (CARE) are derived. According to the present bounds, iterative procedures are also developed for obtaining more precise estimations. Comparing with existing results, the obtained bounds are less restrictive.
Keywords :
Riccati equations; iterative methods; continuous algebraic Ricatti matrix equation; iterative procedures; linear algebraic techniques; Delay effects; Delay estimation; Eigenvalues and eigenfunctions; Filters; Optimal control; Riccati equations; Robust control; Stability analysis; Symmetric matrices; Upper bound; Continuous algebraic Riccati equation (CARE); iterative procedure; solution bound;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.2005.863514
