Refined Upper Solution Bound of the Continuous Coupled Algebraic Riccati Equation

The continuous coupled algebraic Riccati equation (CCARE) has wide applications in control theory and linear systems. In this paper, by a constructed positive semidefinite matrix, matrix inequalities, and matrix eigenvalue inequalities, we propose a new two-parameter-type upper solution bound of the...

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Bibliographic Details
Main Author: Li Wang
Format: Article
Language:English
Published: Wiley 2020-01-01
Series:Complexity
Online Access:http://dx.doi.org/10.1155/2020/8627492
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Summary:The continuous coupled algebraic Riccati equation (CCARE) has wide applications in control theory and linear systems. In this paper, by a constructed positive semidefinite matrix, matrix inequalities, and matrix eigenvalue inequalities, we propose a new two-parameter-type upper solution bound of the CCARE. Next, we present an iterative algorithm for finding the tighter upper solution bound of CCARE, prove its boundedness, and analyse its monotonicity and convergence. Finally, corresponding numerical examples are given to illustrate the superiority and effectiveness of the derived results.
ISSN:1076-2787
1099-0526