4.5 Article

Lower Solution Bounds of the Continuous Coupled Algebraic Riccati Matrix Equation

Journal

Publisher

INST CONTROL ROBOTICS & SYSTEMS, KOREAN INST ELECTRICAL ENGINEERS
DOI: 10.1007/s12555-012-0624-x

Keywords

Continuous coupled algebraic Riccati equation; eigenvalue; matrix bound

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. Hunan Provincial Innovation Foundation for Postgraduate [CX2011B242]

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In this paper, applying eigenvalue sum inequality of symmetric matrix and the properties of M-matrix and its inverse matrix, we introduce new lower matrix bounds for the solution of the continuous coupled algebraic Riccati equation. Finally, we give corresponding numerical examples to demonstrate the effectiveness of the derived results.

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