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Matrix Bounds for the Solution of the Continuous Algebraic Riccati Equation

Juan Zhang and Jianzhou Liu

Mathematical Problems in Engineering, 2010, vol. 2010, 1-15

Abstract:

We propose new upper and lower matrix bounds for the solution of the continuous algebraic Riccati equation (CARE). In certain cases, these lower bounds improve and extend the previous results. Finally, we give a corresponding numerical example to illustrate the effectiveness of our results.

Date: 2010
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlmpe:819064

DOI: 10.1155/2010/819064

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