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Some bounds in the continuous algebraic Riccati equation

  • Silesian University of Technology

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

Abstract

A new lower bound for the trace and maximal eigenvalue and an upper bound for the minimal value of the positive definite solution to the continuous algebraic Riccati equation are derived. To obtain these bounds we used the fact that the spectrum of matrix A - BP can be found on the base of the coefficients of the Riccati equation without solving the equation. This well known property of the Riccati equation has not been yet used to estimate the spectrum of the solution. Our bounds appear to be considerably tighter in some cases. A proposition of improving one of existing lower bound for the trace is given also.

Original languageEnglish
Title of host publication2001 European Control Conference, ECC 2001
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages2599-2601
Number of pages3
ISBN (Electronic)9783952417362
DOIs
Publication statusPublished - 2001
Event6th European Control Conference, ECC 2001 - Porto, Portugal
Duration: 4 Sept 2001 → 7 Sept 2001

Publication series

Name2001 European Control Conference, ECC 2001

Conference

Conference6th European Control Conference, ECC 2001
Country/TerritoryPortugal
CityPorto
Period4/09/01 → 7/09/01

Keywords

  • Algebraic Riccati equation
  • eigenvalues

ASJC Scopus subject areas

  • Control and Systems Engineering

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