Upper solution bounds of the continuous coupled algebraic Riccati matrix equation |
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Authors: | Jianzhou Liu Juan Zhang |
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Affiliation: | 1. Department of Mathematics and Computational Science , Xiangtan University , Xiangtan, Hunan 411105, P.R. China liujz@xtu.edu.cn;3. Department of Mathematics and Computational Science , Xiangtan University , Xiangtan, Hunan 411105, P.R. China |
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Abstract: | In this article, by using some matrix identities, we construct the equivalent form of the continuous coupled algebraic Riccati equation (CCARE). Further, with the aid of the eigenvalue inequalities of matrix's product, by solving the linear inequalities utilising the properties of M-matrix and its inverse matrix, new upper matrix bounds for the solutions of the CCARE are established, which improve and extend some of the recent results. Finally, a corresponding numerical example is proposed to illustrate the effectiveness of the derived results. |
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Keywords: | eigenvalue continuous coupled algebraic Riccati equation matrix bound |
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