New solution bounds for the continuous algebraic Riccati equation

作者:Liu, Jianzhou*; Zhang, Juan; Liu, Yu
来源:Journal of the Franklin Institute, 2011, 348(8): 2128-2141.
DOI:10.1016/j.jfranklin.2011.06.007

摘要

In this paper, by constructing the equivalent form of the continuous algebraic Riccati equation and utilizing the eigenvalue and singular value inequalities of matrix's sum and product, we propose new lower and upper matrix bounds for the solution of the continuous algebraic Riccati equation. Finally, we give corresponding numerical examples to illustrate the effectiveness of our results.