4.5 Article

New Upper Matrix Bounds of the Solution for Perturbed Continuous Coupled Algebraic Riccati Matrix Equation

Journal

Publisher

INST CONTROL ROBOTICS & SYSTEMS, KOREAN INST ELECTRICAL ENGINEERS
DOI: 10.1007/s12555-012-0621-0

Keywords

Continuous coupled algebraic Riccati equation; eigenvalue; eigenvalue inequality; matrix bound; perturbed continuous coupled algebraic Riccati equation

Funding

  1. Natural Science Foundation of China [10971176]
  2. Hunan Provincial Natural Science Foundation of China [10JJ2002]
  3. Hunan Provincial Education Department of China [12A137]
  4. Guangdong Provincial Natural Science Foundation of China [10152104101000008]
  5. Hunan Provincial Innovation Foundation for Postgraduate [CX2011B242]

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In this paper, if the coefficient matrices in the continuous coupled algebraic Riccati equation (CCARE) undergo perturbations, with the aid of the equivalent form for the perturbation of the CCARE and the classical eigenvalue inequalities, we observe new upper matrix bounds for the perturbation of the CCARE through solving the linear inequalities. Finally, we present corresponding numerical examples to show the effectiveness of the derived results.

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