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New upper matrix bounds of the solution for perturbed continuous coupled algebraic Riccati matrix equation

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  • Control Theory
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Abstract

In this paper, if the coefficient matrices in the continuous coupled algebraic Riccati equation (CCARE) undergo perturbations, with the aid of the equivalent form for the perturbation of the CCARE and the classical eigenvalue inequalities, we observe new upper matrix bounds for the perturbation of the CCARE through solving the linear inequalities. Finally, we present corresponding numerical examples to show the effectiveness of the derived results.

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Correspondence to Jianzhou Liu.

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Recommended by Editorial Board member Soohee Han under the direction of Editor Hyungbo Shim.

This work was supported in part by Natural Science Foundation of China (10971176), the Key Project of Hunan Provincial Natural Science Foundation of China (10JJ2002), the Key Project of Hunan Provincial Education Department of China (12A137), the Guangdong Provincial Natural Science Foundation of China (10152104101000008) and Hunan Provincial Innovation Foundation for Postgraduate (CX2011B242). The author would like to thank Professor Hyungbo Shim and reviewers for the very helpful comments and suggestions to improve the contents and presentation of this paper.

Jianzhou Liu received his Ph.D. degree from the Department of Mathematics and Computational Science, Xiangtan University in 2003. His research interests include control theory and its application, numerical algebra, matrix analysis and its application.

Juan Zhang received her M.S. degree from the Department of Mathematics and Computational Science, Xiangtan University in 2009. Her research interests include control theory and its application, matrix analysis and its application.

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Liu, J., Zhang, J. New upper matrix bounds of the solution for perturbed continuous coupled algebraic Riccati matrix equation. Int. J. Control Autom. Syst. 10, 1254–1259 (2012). https://doi.org/10.1007/s12555-012-0621-0

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  • DOI: https://doi.org/10.1007/s12555-012-0621-0

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