Matrix bounds for the coupled algebraic Riccati equation

Lixin Gao1, Anke Xue2, Youxian Sun3
1Autom. Dept., Hangzhou Inst. of Electron. Eng., China
2Automation Department, Hangzhou Institute of Electronics Engineering, Hangzhou, China
3National Laboratory of Industrial Control Technology, University of Zhejiang, Hangzhou, China

Tóm tắt

In this note, we propose lower and upper matrix bounds for the positive semidefinite solution of the unified coupled algebraic Riccati equation (UCARE). Using the results of this note, computational algorithms to solve the UCARE can be established.

Từ khóa

#Riccati equations #Control systems #Linear matrix inequalities #Automation #Eigenvalues and eigenfunctions #Algorithm design and analysis #Laboratories #Industrial control #Industrial electronics #Matrices

Tài liệu tham khảo

lee, 1997, Upper matrix bound of the solution for the discrete Riccati equation, IEEE Trans on Automatic Control, 42, 840, 10.1109/9.587339

10.1016/S0167-6911(98)00061-9

10.1080/00207179608921634

tippett, 1999, Upper bounds for the solution of the discrete algebraic Lyapunov equation, Automatica, 35, 1485, 10.1016/S0005-1098(99)00041-2

10.1016/S0167-6911(97)00071-6

10.1016/S0005-1098(97)00189-1

zhou, 1996, Robust and Optimal Control

10.1109/9.159573

lee, 1996, Upper and lower matrix bounds of the solution for the discrete Lyapunov equation, IEEE Trans Automat Contr, 41, 1338, 10.1109/9.536505

10.1109/9.911433

10.1109/9.310049