Mathematical Problems in Engineering
Volume 2010 (2010), Article ID 819064, 15 pages
doi:10.1155/2010/819064
Research Article

Matrix Bounds for the Solution of the Continuous Algebraic Riccati Equation

Juan Zhang and Jianzhou Liu

Department of Mathematics and Computational Science, Xiangtan University, Xiangtan, Hunan 411105, China

Received 19 December 2009; Revised 22 June 2010; Accepted 16 August 2010

Academic Editor: John Burns

Copyright © 2010 Juan Zhang and Jianzhou Liu. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

Abstract

We propose new upper and lower matrix bounds for the solution of the continuous algebraic Riccati equation (CARE). In certain cases, these lower bounds improve and extend the previous results. Finally, we give a corresponding numerical example to illustrate the effectiveness of our results.