New solution bounds for the continuous algebraic Riccati equation |
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| Authors: | Jianzhou Liu Juan Zhang Yu Liu |
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| Institution: | aDepartment of Mathematics and Computational Science, Xiangtan University, Xiangtan, Hunan 411105, PR China;bDepartment of Mathematical Science and Information Technology, Hanshan Normal University, Chaozhou, Guangdong 521041, PR China |
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| Abstract: | In this paper, by constructing the equivalent form of the continuous algebraic Riccati equation and utilizing the eigenvalue and singular value inequalities of matrix's sum and product, we propose new lower and upper matrix bounds for the solution of the continuous algebraic Riccati equation. Finally, we give corresponding numerical examples to illustrate the effectiveness of our results. |
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