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Zbl 1006.93035
Czornik, Adam; Świerniak, Andrzej
Upper bounds on the solution of coupled algebraic Riccati equation. (English)
[J] J. Inequal. Appl. 6, No.4, 373-385 (2001). ISSN 1029-242X/e

Upper bounds for eigenvalues to continuous-time coupled algebraic Riccati equations and discrete-time coupled algebraic Riccati equations are developed. These bounds are obtained as special cases of bounds for the unified coupled algebraic Riccati equation. They include bounds for the maximal eigenvalues, the sums of the eigenvalues, the trace and the determinant. Numerical examples are not presented.
[Petko Hr.Petkov (Sofia)]

MSC 2000:: *93B60 Eigenvalue problems in systems theory
15A24 Matrix equations
15A42 Inequalities involving eigenvalues and eigenvectors
49N10 Linear-quadratic optimal control problems

Keywords: upper bound; eigenvalues; coupled algebraic Riccati equation; trace; determinant

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