New upper bounds on the solution matrix to the continuous algebraic Riccati matrix equation |
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| Authors: | Zübeyde Ulukök Ramazan Türkmen |
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| Affiliation: | 1. Graz University of Technology, Institute of Statistics, Kopernikusgasse 24, 8010 Graz, Austria;2. Graz University of Technology, Institute of Mathematics A, Steyrergasse 30, 8010 Graz, Austria;1. Department of Applied Mathematics, National University of Kaohsiung, Kaohsiung, 811, Taiwan;2. Department of Applied Mathematics, National Chiao Tung University, Hsinchu 300, Taiwan;3. Department of Mathematics, National Taiwan Normal University, Taipei 116, Taiwan;1. School of Mathematics, Southeast University, Nanjing, 211189, People''s Republic of China;2. Department of Mathematics, University of Texas at Arlington, P.O. Box 19408, Arlington, TX 76019, United States;3. Department of Applied Mathematics, National Chiao Tung University, Hsinchu 300, Taiwan |
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| Abstract: | In this paper, new upper bounds for the solution matrix of the continuous algebraic Riccati matrix equation (CARE) are derived by means of some matrix inequalities and linear algebraic techniques. Furthermore, for the derived each bound, iterative algorithms are developed to obtain sharper solution estimates. Comparing with some appearing results in the literature, the presented bounds are less restrictive and more efficient. Finally, numerical examples are given to illustrate the effectiveness of the proposed results. |
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