Lower bounds on the solution of coupled algebraic Riccati equation

Citation
A. Czornik et A. Swierniak, Lower bounds on the solution of coupled algebraic Riccati equation, AUTOMATICA, 37(4), 2001, pp. 619-624
Citations number
23
Categorie Soggetti
AI Robotics and Automatic Control
Journal title
AUTOMATICA
ISSN journal
00051098 → ACNP
Volume
37
Issue
4
Year of publication
2001
Pages
619 - 624
Database
ISI
SICI code
0005-1098(200104)37:4<619:LBOTSO>2.0.ZU;2-P
Abstract
Lower bounds for eigenvalues and matrix lower bound of a solution to contin uous-time coupled algebraic Riccati equation and discrete-time coupled alge braic Riccati equation are developed as special cases of bounds for the uni fied coupled algebraic Riccati equation. They include bounds for the minima l eigenvalues, the sums of the eigenvalues, the trace and the determinant. (C) 2001 Elsevier Science Ltd. All rights reserved.