Upper solution bounds of the continuous and discrete coupled algebraic Riccati equations

被引：30

作者：

Davies, Richard ^{[1
]}

Shi, Peng ^{[1
]}

Wiltshire, Ron ^{[1
]}

机构：

[1] Univ Glamorgan, Fac Adv Technol, Pontypridd CF37 1DL, M Glam, Wales

来源：

AUTOMATICA | 2008年 / 44卷 / 04期

关键词：

coupled Riccati equation; jump linear systems; upper bounds; eigenvalues; JLQ problem; iterative algorithm;

D O I：

10.1016/j.automatica.2007.11.001

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, we propose upper bounds for the sum of the maximal eigenvalues of the solutions of the continuous coupled algebraic Riccati equation (CCARE) and the discrete coupled algebraic Riccati equation (DCARE), which are then used to infer upper bounds for the maximal eigenvalues of the solutions of each Riccati equation. By utilizing the upper bounds for the maximal eigenvalues of each equation, we then derive upper matrix bounds for the solutions of the CCARE and DCARE. Following the development of each bound, an iterative algorithm is proposed which can be used to derive tighter upper matrix bounds. Finally, we give numerical examples to demonstrate the effectiveness of the proposed results, making comparisons with existing results. (c) 2007 Published by Elsevier Ltd.

引用

页码：1088 / 1096

页数：9

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