Advanced Search

Query:

Fill in the form and click »Search«...

Format:

Display: entries per page entries

Zbl 0990.93043
Czornik, Adam; Swierniak, Andrzej
Lower bounds on the solution of coupled algebraic Riccati equation. (English)
[J] Automatica 37, No.4, 619-624 (2001). ISSN 0005-1098

Lower bounds for eigenvalues and lower matrix bounds of the solution to a continuous-time coupled algebraic Riccati equation (CCARE) and a discrete-time coupled algebraic Riccati equation (DCARE) are developed. These bounds are obtained as special cases of bounds for the unified coupled algebraic Riccati equation. They include bounds for the minimal eigenvalues, the sums of the eigenvalues, the trace and the determinant. Two low-order numerical examples are presented. The examples suggest that the bounds for CCARE can be very conservative, the bounds for DCARE being quite satisfactory.
[Petko Hr.Petkov (Sofia)]

MSC 2000:: *93B60 Eigenvalue problems in systems theory
49N10 Linear-quadratic optimal control problems
15A24 Matrix equations
15A45 Miscellaneous inequalities involving matrices
15A15 Special matrix functions

Keywords: lower bounds for eigenvalues; lower matrix bounds; continuous-time coupled algebraic Riccati equation; discrete-time coupled algebraic Riccati equation; trace; determinant

Comment on this Item PDF MathML XML ASCII DVI PS BibTeX Online Ordering Article Article Journal

	Scientific prize winners of the ICM 2010
	Overhang
	Lie groups, physics and geometry. An introduction for physicists, engineers and chemists.

Advanced Search

Zentralblatt MATH Berlin [Germany]