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ELA

NEW LOWER SOLUTION BOUNDS FOR THE CONTINUOUS

ALGEBRAIC RICCATI EQUATION

∗

JUAN ZHANG† AND JIANZHOU LIU†

Abstract. In this paper, by constructing the equivalent form of the continuous algebraic Riccati equation (CARE) and applying some matrix inequalities, a new lower bounds solution of the CARE is proposed. Finally, corresponding numerical examples are provided to illustrate the effectiveness of the results.

Key words. Eigenvalue, Continuous algebraic Riccati equation, Matrix bound.

AMS subject classifications. 15A24.

∗Received by the editors on January 15, 2010. Accepted for publication on February 13, 2011.

Handling Editor: Daniel Szyld.

†Department of Mathematics and Computational Science, Xiangtan University, Xiangtan,

Hu-nan 411105, China ([email protected]). Supported in part by Natural Science Foundation of China (10971176) and the Key Project of Hunan Provincial Natural Science Foundation of China (10JJ2002).

Electronic Journal of Linear Algebra ISSN 1081-3810 A publication of the International Linear Algebra Society Volume 22, pp. 191-202, March 2011

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