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.
Digital Object Identifier (DOI)
Ulukok, Zubeyde and T¨urkmen, Ramazan
"More Results on the Upper Solution Bounds of the Continuous ARE,"
Applied Mathematics & Information Sciences: Vol. 10
, Article 26.
Available at: https://dc.naturalspublishing.com/amis/vol10/iss4/26