Computation of Upper Solution Bounds for Continuous Algebraic Riccati Equations

This paper is considered with the computation of upper bounds for the solution of continuous algebraic Riccati equations (CARE). By using some linear algebraic techniques, a parameterized upper bound for the solution of CARE is presented. Iterative algorithm is also given to obtain more precise bounds. Compared with some existing results in the literature, the present bounds are less restrictive and more effective. The effectiveness of the proposed approach is verified via a numerical example.