Upper solution bounds of the continuous coupled algebraic Riccati matrix equation

作者：Liu, Jianzhou^*; Zhang, Juan

来源：International Journal of Control, 2011, 84(4): 726-736.

DOI：10.1080/00207179.2011.573001

• eigenvalue
• continuous coupled algebraic Riccati equation
• matrix bound

In this article, by using some matrix identities, we construct the equivalent form of the continuous coupled algebraic Riccati equation (CCARE). Further, with the aid of the eigenvalue inequalities of matrix's product, by solving the linear inequalities utilising the properties of M-matrix and its inverse matrix, new upper matrix bounds for the solutions of the CCARE are established, which improve and extend some of the recent results. Finally, a corresponding numerical example is proposed to illustrate the effectiveness of the derived results.

• 出版日期2011
• 单位湘潭大学