Highly Influenced

# Bounds for the eigenvalues of the continuous algebraic Riccati equation

@article{Liu2011BoundsFT, title={Bounds for the eigenvalues of the continuous algebraic Riccati equation}, author={Jianzhou Liu and Juan Zhang}, journal={Int. J. Systems Science}, year={2011}, volume={42}, pages={1747-1753} }

- Published 2011 in Int. J. Systems Science
DOI:10.1080/00207721003650191

where x02R is the initial state of the system and K is the positive definite solution of the CARE (1). An interpretation of tr(K ) is that tr(K )/n is the average value of the cost (2) as x0 varies over the surface of a unit sphere. As we all know, for one thing, the analytical solution of this equation is often computationally difficult and time-consuming as the dimensions of the system matrices increase. For another, we can only solve some special Riccati matrix equations and design… CONTINUE READING