IEEE Transactions on Automatic Control, Vol.57, No.8, 2074-2077, 2012
A New Approach for Upper Bound Estimations of the Solution of the Continuous Riccati Equation
By utilizing some linear algebraic techniques, a new approach for measuring upper bounds of the solution of the continuous algebraic Riccati equation (CARE) is developed. Two upper matrix bounds are developed. Comparing with those appeared in the literature, the obtained bounds are less restrictive or more concise. Therefore, they can be applied easily to deal with control problems.
Keywords:Continuous algebraic Riccati equation (CARE);linear algebraic technique;upper solution bound