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Improved upper bounds for the solution of the continuous algebraic Riccati matrix equation

2013    Ulukok, Zubeyde; Turkmen, Ramazan

In this paper, we present upper bounds for the solution matrix of the continuous algebraic Riccati matrix equation (CARE) by utilizing some matrix inequalities and linear algebraic techniques. Also, for the derived each bounds, iterative algorithms are developed to obtain tighter solution estimates. Having compared some appearing results in the literature, the obtained bounds are less restrictive and more efficient. Finally, numerical examples are given to illustrate the effectiveness of the proposed results. (C) 2013 Elsevier Inc. All rights reserved.