New solution bounds for the continuous algebraic Riccati equation (Q658615): Difference between revisions

Lower and upper bounds for the positive semi-definite solution of a continuous algebraic Riccati equation are obtained, in terms of the matrix data of the problem. Eigenvalue and singular value inequalities for sums and products of matrices are involved. Numerical examples illustrating the effectiveness of the results are given.

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reviewed by

Jaroslav Zemánek

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Mathematics Subject Classification ID

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continuous algebraic Riccati equation

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semi-definite solution

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eigenvalue and singular value inequalities

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numerical examples

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.jfranklin.2011.06.007

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New upper solution bounds for perturbed continuous algebraic Riccati equations applied to automatic control

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Delay-independent stabilization of linear systems with time-varying delayed state and uncertainties

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Optimal and robust control for linear state-delay systems

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On the estimation of the covariance of the continuous multiplicative systems

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Linear time-variant systems: Lyapunov functions and invariant sets defined by Hölder norms

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Matrix solution bounds of the continuous Lyapunov equation by using a bilinear transformation

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Some properties of submatrices in a solution to the matrix equation \(AXB=C\) with applications

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Trace bounds on the solution of the algebraic matrix Riccati and Lyapunov equation

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On the positive definite solutions of nonlinear matrix equation \(X+A^*x^{-\delta}A=Q\).

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Iterative methods for the extremal positive definite solution of the matrix equation \(X+A^{*}X^{-\alpha}A=Q\)

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Q5655243

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Bounds on performance of nonstationary continuous-time filters under modelling uncertainty

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A brief summary of the bounds on the solution of the algebraic matrix equations in control theory

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Bounds in algebraic Riccati and Lyapunov equations: a survey and some new results

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A note on the algebraic matrix Riccati equation

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On norm bounds for algebraic Riccati and Lyapunov equations

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Upper and lower bounds on the solution of the algebraic Riccati equation

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A note on eigenvalue bounds in algebraic Riccati equation

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On bounds of the Riccati and Lyapunov matrix equations

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A matrix inequality associated with bounds on solutions of algebraic Riccati and Lyapunov equations

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New results for the bounds of the solution for the continuous Riccati and Lyapunov equations

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Matrix bounds of the solutions of the continuous and discrete Riccati equations--a unified approach

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Solution bounds of the continuous riccati matrix equation

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New lower solution bounds of the continuous algebraic Riccati matrix equation

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

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New upper solution bounds of the discrete algebraic Riccati matrix equation

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Q4671207

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Inequalities: theory of majorization and its applications

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The Schur complement and its applications

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Maximum Properties and Inequalities for the Eigenvalues of Completely Continuous Operators

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Conditions for nonnegativeness of partitioned matrices

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Sitelinks

Mathematics(1 entry)

mardi Publication:658615

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@@ Property / cites work: Q4401802 / rank @@
+Normal rank
@@ Property / cites work @@
+New upper solution bounds for perturbed continuous algebraic Riccati equations applied to automatic control
+Normal rank
@@ Property / cites work @@
+Delay-independent stabilization of linear systems with time-varying delayed state and uncertainties
+Normal rank
@@ Property / cites work @@
+Optimal and robust control for linear state-delay systems
+Normal rank
@@ Property / cites work @@
+On the estimation of the covariance of the continuous multiplicative systems
+Normal rank
@@ Property / cites work @@
+Linear time-variant systems: Lyapunov functions and invariant sets defined by Hölder norms
+Normal rank
@@ Property / cites work @@
+Matrix solution bounds of the continuous Lyapunov equation by using a bilinear transformation
+Normal rank
@@ Property / cites work @@
+Some properties of submatrices in a solution to the matrix equation \(AXB=C\) with applications
+Normal rank
@@ Property / cites work @@
+Trace bounds on the solution of the algebraic matrix Riccati and Lyapunov equation
+Normal rank
@@ Property / cites work @@
+On the positive definite solutions of nonlinear matrix equation \(X+A^*x^{-\delta}A=Q\).
+Normal rank
@@ Property / cites work @@
+Iterative methods for the extremal positive definite solution of the matrix equation \(X+A^{*}X^{-\alpha}A=Q\)
+Normal rank
@@ Property / cites work @@
+Q5655243
@@ Property / cites work: Q5655243 / rank @@
+Normal rank
@@ Property / cites work @@
+Bounds on performance of nonstationary continuous-time filters under modelling uncertainty
+Normal rank
@@ Property / cites work @@
+A brief summary of the bounds on the solution of the algebraic matrix equations in control theory
+Normal rank
@@ Property / cites work @@
+Bounds in algebraic Riccati and Lyapunov equations: a survey and some new results
+Normal rank
@@ Property / cites work @@
+A note on the algebraic matrix Riccati equation
@@ Property / cites work: A note on the algebraic matrix Riccati equation / rank @@
+Normal rank
@@ Property / cites work @@
+On norm bounds for algebraic Riccati and Lyapunov equations
+Normal rank
@@ Property / cites work @@
+Upper and lower bounds on the solution of the algebraic Riccati equation
+Normal rank
@@ Property / cites work @@
+A note on eigenvalue bounds in algebraic Riccati equation
+Normal rank
@@ Property / cites work @@
+On bounds of the Riccati and Lyapunov matrix equations
+Normal rank
@@ Property / cites work @@
+A matrix inequality associated with bounds on solutions of algebraic Riccati and Lyapunov equations
+Normal rank
@@ Property / cites work @@
+New results for the bounds of the solution for the continuous Riccati and Lyapunov equations
+Normal rank
@@ Property / cites work @@
+Matrix bounds of the solutions of the continuous and discrete Riccati equations--a unified approach
+Normal rank
@@ Property / cites work @@
+Solution bounds of the continuous riccati matrix equation
+Normal rank
@@ Property / cites work @@
+New lower solution bounds of the continuous algebraic Riccati matrix equation
+Normal rank
@@ Property / cites work @@
+Upper solution bounds of the continuous and discrete coupled algebraic Riccati equations
+Normal rank
@@ Property / cites work @@
+New upper solution bounds of the discrete algebraic Riccati matrix equation
+Normal rank
@@ Property / cites work @@
+Q4671207
@@ Property / cites work: Q4671207 / rank @@
+Normal rank
@@ Property / cites work @@
+Inequalities: theory of majorization and its applications
+Normal rank
@@ Property / cites work @@
+The Schur complement and its applications
@@ Property / cites work: The Schur complement and its applications / rank @@
+Normal rank
@@ Property / cites work @@
+Maximum Properties and Inequalities for the Eigenvalues of Completely Continuous Operators
+Normal rank
@@ Property / cites work @@
+Conditions for nonnegativeness of partitioned matrices
+Normal rank