On the upper and lower bounds of the solution for the continuous Riccati matrix equation

被引:23
|
作者
Lee, CH
机构
[1] Department of Electrical Engineering, Kung Shan Institute of Technology, Tainan, 710, Yung Kang
关键词
D O I
10.1080/002071797224847
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
In this paper, concise upper and lower matrix bounds for the solution of the continuous Riccati equation are presented. These results are new and the lower matrix bound is better than the previously reported one. According to these estimates, all the bounds for eigenvalues, trace, determinant, etc, can then be defined. A lower matrix bound and eigenvalue bounds of the solution of the continuous algebraic Lyapunov equation are also determined. The main feature of this paper is that all the present results are new and are sharper than the majority of those reported in the literature. Finally, we give an illustrative example to make comparisons for the present schemes and existing bounds.
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页码:105 / 118
页数:14
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