For a LTI system, given element-wise bounds on the system matrices A and B, what is the element-wise bound on the Riccati solution P ?

Here, by element-wise bound, I mean bounds on each of the elements of A, B, and P matrices. i.e., |aij| =0, etc... Also, P is the solution to the Algebraic Riccati Equation.

10 September 2018 697 3 View