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01-Applied Mathematics & Information Sciences
An International Journal
               
 
 
 
 
 
 
 
 
 
 
 
 
 

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Volumes > Volume 10 > No. 4

 
   

More Results on the Upper Solution Bounds of the Continuous ARE

PP: 1475-1482
doi:10.18576/amis/100426
Author(s)
Zubeyde Ulukok, Ramazan Tšurkmen,
Abstract
In this study, by constructing different equivalent forms of the continuous algebraic Riccati matrix equation (CARE) and using some linear algebraic techniques, we present the upper matrix bounds which depend on any positive definite matrix for the unique positive semidefinite solution of the CARE. Based on these bounds, we develope iterative algorithms to obtain more sharper solution bounds. Furthermore, we give numerical examples to demonstrate that the new bounds are tighter than previous results in some cases.

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