The improved upper solution bounds of the continuous coupled algebraic Riccati matrix equation

Abstract

In this paper, combining some special eigenvalue inequalities of matrix’s product and sum with the equivalent form of the continuous coupled algebraic Riccati equation (CCARE), we construct linear inequalities. Then, in terms of the properties of M-matrix and its inverse matrix, through solving the derived linear inequalities, we offer new upper matrix bounds for the solution of the CCARE, which improve some of the recent results. Finally, we present a corresponding numerical example to show the effectiveness of the given results.