Upper bounds on the solution of coupled algebraic Riccati equation

Authors
Czornik, A Swierniak, A
Citation
A. Czornik et A. Swierniak, Upper bounds on the solution of coupled algebraic Riccati equation, J INEQUAL A, 6(4), 2001, pp. 373-385
Citations number
21
Categorie Soggetti
Mathematics
Journal title
JOURNAL OF INEQUALITIES AND APPLICATIONS
ISSN journal
10255834 → ACNP
Volume
6
Issue
4
Year of publication
2001
Pages
373 - 385
Database
ISI
SICI code
1025-5834(2001)6:4<373:UBOTSO>2.0.ZU;2-O
Abstract
Upper bounds for eigenvalues of a solution to continuous time coupled algeb raic Riccati equation (CCARE) and discrete time coupled algebraic Riccati e quation (DCARE) are developed as special cases of bounds for the unified co upled algebraic Riccati equation (UCARE). They include bounds of the maxima l eigenvalues, the sums of the eigenvalues and the trace.