Computation of Upper Bounds for the Solution of Continuous Algebraic Riccati Equations

This paper is considered with the computation of upper bounds for the solution of continuous algebraic Riccati equations (CARE). A parameterized upper bound for the solution of CARE is proposed by utilizing some linear algebraic techniques. Based on this bound, more precise estimation can be achieved by means of carefully choosing the bound’s parameters. Iterative algorithm is also developed to obtain more sharper solution bounds. Comparing with some existing results in the literature, the proposed bounds are less restrictive and more effective. The effectiveness and advantages of the proposed approach are illustrated via a numerical example.

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