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.
Similar content being viewed by others
References
Y. Ji and H. J. Chizeck, “Controllability, observability and continuous-time Markovian jump linear quadratic control,” IEEE Trans. on Automatic Control, vol. 35, no. 7, pp. 777–788, 1990.
H. Abou-Kandil, G. Freiling, and G. Jank, “Solution and asymptotic behavior of coupled Riccati equations in jump linear systems,” IEEE Trans. on Automatic Control, vol. 39, no. 8, pp. 1631–1636, 1994.
M. A. Rami and L. El. Ghaoui, “LMI optimization for nonstandard Riccati equations arising in stochastic control,” IEEE Trans. on Automatic Control, vol. 41, no. 11, pp. 1666–1671, 1996.
E. K. Boukas, A. Swierniak, K. Simek, and H. Yang, “Robust stabilization and guaranteed cost control of large scale linear systems with jumps,” Kybernetika, vol. 33, pp. 121–131, 1997.
C. H. Lee, T. H. S. Li, and F. C. Kung, “A new approach for the robust stability of perturbed systems with a class of non-commensurate time delays,” IEEE Trans. on Circuits and Systems, vol. 40, pp. 605–608, 1993.
R. V. Patel and M. Toda, “Quantitative measure of robustness for multivariable systems,” Proc. of the Joint Automatic Control Conference, San Francisco, pp. TP8–A, 1980.
Y. Fang and K. A. Loparo, “Stabilization of continuous-time jump linear systems,” IEEE Trans. on Automatic Control, vol. 47, no. 10, pp. 1590–1603, 2002.
T. Mori, E. Noldus, and M. Kuwahara, “A way to stabilize linear system with delayed state,” Automatica, vol. 19, no. 5, pp. 571–574, 1983.
V. Dragan, “The linear quadratic optimization problem for a class of singularly stochastic systems,” International Journal of Innovative Computing, Information and Control, vol. 1, no. 1, pp. 53–63, 2005.
A. Czornik and A. Swierniak, “Lower bounds on the solution of coupled algebraic Riccati equation,” Automatica, vol. 37, no. 4, pp. 619–624, 2001.
C. H. Lee, “An improved lower matrix bound of the solution of the unified coupled Riccati equation,” IEEE Trans. on Automatic Control, vol. 50, no. 8, pp. 1221–1223, 2005.
C. H. Lee, “New upper solution bounds of the continuous algebraic Riccati matrix equation,” IEEE Trans. on Automatic Control, vol. 51, no. 1, pp. 330–334, 2006.
R. Davies, P. Shi, and R. Wiltshire, “New lower solution bounds of the continuous algebraic Riccati matrix equation,” Linear Algebra Appl., vol. 427, no. 2–3, pp. 242–255, 2007.
R. Davies, P. Shi, and R. Wiltshire, “Upper solution bounds of the continuous and discrete coupled algebraic Riccati equations,” Automatica, vol. 44, no. 4, pp. 1088–1096, 2008.
A. Czornik and A. Swierniak, “Upper bounds on the solution of coupled algebraic Riccati equation,” Journal of Inequalities and Applications, vol. 6, pp. 373–385, 2001.
L. Gao, A. Xue, and Y. Sun, “Matrix bounds for the coupled algebraic Riccati equation,” In Proceedings of the Fourth World Congress on Intelligent Control and Automation, pp. 180–183, 2002.
J. Zhang and J.-Z. Liu, “New matrix bounds, an existence uniqueness and a fixed-point iterative algorithm for the solution of the unified coupled algebraic Riccati equation,” International Journal of Computer Mathematic, vol. 89, no. 4, pp. 527–542, 2012.
J. Zhang and J.-Z. Liu, “Matrix Bounds for the Solution of the Continuous Algebraic Riccati Equation,” Mathematical Problems in Engineering, Volume 2010, Article ID 819064, 15 pages doi:10.1155/2010/819064.
J.-Z. Liu, J. Zhang, and Y. Liu, “A new upper bound for the eigenvalues of the continuous algebraic Riccati equation,” Electronic Journal of Linear Algebra, vol. 20, pp. 314–321, 2010.
J. Zhang and J.-Z. Liu, “New lower solution bounds for the continuous algebraic Riccati equation,” Electronic Journal of Linear Algebra, vol. 22, pp. 191–202, 2011.
J.-Z. Liu, J. Zhang, and Y. Liu, “New solution bounds for the continuous algebraic Riccati equation,” Journal of the Franklin Institute, vol. 348, no. 8, pp. 2128–2141, 2011.
J.-Z. Liu and J. Zhang, “Upper solution bounds of the continuous coupled algebraic Riccati matrix equation,” International Journal of Control, vol. 84, no. 4, pp. 726–736, 2011.
R. Davies, P. Shi, and R. Wiltshire, “New upper solution bounds for perturbed continuous algebraic Riccati equations applied to automatic control,” Chaos, Solitons and Fractals, vol. 32, no. 2, pp. 487–495, 2007.
P. Shi and C. E. de Souza, “Bounds on the solution of the algebraic Riccati equation under perturbations in the coefficients,” Systems Control Lett., vol. 15, no. 2, pp. 175–181, 1990.
D. S. Bernstein, Matrix mathematics: Theory, Facts and Formulas with Application to Linear Systems Theory, Princeton University Press, Princeton, NJ, 2005.
F.-Z. Zhang, Matrix Theory: Basic Results and Techniques, Springer-Verlag Press, New York, 1999.
A. W. Marshall and I. Olkin, Inequalities Theory of Majorisation and Its Applications, Academic Press, New York, 1979.
Author information
Authors and Affiliations
Corresponding author
Additional information
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.
Rights and permissions
About this article
Cite this article
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
Received:
Revised:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s12555-012-0621-0