New matrix bounds, an existence uniqueness and a fixed-point iterative algorithm for the solution of the unified coupled algebraic Riccati equation

摘要

In this paper, combining the equivalent form of the unified coupled algebraic Riccati equation (UCARE) with the eigenvalue inequalities of a matrix's sum and product, using the properties of an (W-matrix and its inverse matrix, we offer new lower and upper matrix bounds for the solution of the UCARE. Furthermore, applying the derived lower and upper matrix bounds and a fixed-point theorem, an existence uniqueness condition of the solution of the UCARE is proposed. Then, we propose a new fixed-point iterative algorithm for the solution of the UCARE. Finally, we present a corresponding numerical example to demonstrate the effectiveness of our results.