Bounds in algebraic Riccati and Lyapunov equations: a survey and some new results

DOI10.1080/00207179608921634zbMath0852.93005OpenAlexW2065575594MaRDI QIDQ4888353

Sang Chul Ahn, Kwon, Wook Hyun, Young Soo Moon

Publication date: 9 December 1996

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207179608921634

zbMATH Keywords

Lyapunov equationsalgebraic Riccati equationsbounds of the solution

Mathematics Subject Classification ID

Eigenvalue problems (93B60) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02) Realizations from input-output data (93B15) Research exposition (monographs, survey articles) pertaining to calculus of variations and optimal control (49-02)

Related Items (30)

Lower matrix bounds for the continuous algebraic Riccati and Lyapunov matrix equations ⋮ Improved upper bounds for the solution of the continuous algebraic Riccati matrix equation ⋮ A unified approach of the measurement of solution bounds of the continuous and discrete algebraic Lyapunov equations ⋮ New spectral bounds on \(\mathcal{H}_2\)-norm of linear dynamical networks ⋮ General recurrent neural network for solving generalized linear matrix equation ⋮ Bounds for the solution of the discrete algebraic Lyapunov equation ⋮ Equilibrium stability of a nonlinear structural switching system with actuator delay ⋮ New upper bounds on the solution matrix to the continuous algebraic Riccati matrix equation ⋮ A comparison of guaranteeing and Kalman filters ⋮ Upper and lower eigenvalue summation bounds of the Lyapunov matrix differential equation and the application in a class time-varying nonlinear system ⋮ Decay rate estimations for linear quadratic optimal regulators ⋮ Matrix bounds for the solution of the continuous algebraic Riccati equation ⋮ Robustness Sensitivities in Large Networks ⋮ New solution bounds for the continuous algebraic Riccati equation ⋮ Gradient-based iterative algorithms for generalized coupled Sylvester-conjugate matrix equations ⋮ New lower solution bounds of the continuous algebraic Riccati matrix equation ⋮ On the use of low-pass filters in high-gain observers ⋮ Bounds for the eigenvalues of the continuous algebraic Riccati equation ⋮ On the estimation of upper bound for solutions of perturbed discrete Lyapunov equations ⋮ Sensor selection for Kalman filtering of linear dynamical systems: complexity, limitations and greedy algorithms ⋮ New upper solution bounds of the discrete algebraic Riccati matrix equation ⋮ Trace inequalities for matrix products and trace bounds for the solution of the algebraic Riccati equations ⋮ New Upper and Lower Eigenvalue Bounds for the Solution of the Continuous Algebraic <scp>R</scp>iccati Equation ⋮ Lower bounds on the solution of coupled algebraic Riccati equation ⋮ The solution to matrix equation \(AX+X^TC=B\) ⋮ Iterative least-squares solutions of coupled sylvester matrix equations ⋮ Matrix bounds of the solutions of the continuous and discrete Riccati equations--a unified approach ⋮ Matrix bounds of the discrete ARE solution ⋮ Eigenvalue decay bounds for solutions of Lyapunov equations: the symmetric case ⋮ On the decay rate of Hankel singular values and related issues

Cites Work

• Bounds for the solution of the Lyapunov matrix equation - a unified approach
• Bounds on solutions to \(\mathcal H _ \infty\) algebraic Riccati equations and \(\mathcal H _ 2\) properties of \(\mathcal H _ \infty\) central solutions
• A brief summary of the bounds on the solution of the algebraic matrix equations in control theory
• A note on the discrete Lyapunov and Riccati matrix equations
• Differential and difference Lyapunov equations: simultaneous eigenvalue bounds
• On bounds of the Riccati and Lyapunov matrix equations
• Bounds for the eigenvalues of the solution of the discrete Riccati and Lyapunov equations and the continuous Lyapunov equation
• Simultaneous eigenvalue lower bounds for the Lyapunov matrix equation
• On the Lyapunov matrix equation
• Lower bounds on the solution of Lyapunov matrix and algebraic Riccati equations
• Lower summation bounds for the discrete Riccati and Lyapunov equations
• Comments on "On the Lyapunov matrix equation"
• A note on the algebraic matrix Riccati equation
• On norm bounds for algebraic Riccati and Lyapunov equations
• On bounds of Lyapunov's matrix equation
• Upper and lower bounds on the solution of the algebraic Riccati equation
• Trace bounds on the solution of the algebraic matrix Riccati and Lyapunov equation
• Improved bounds for the eigenvalues of solutions of Lyapunov equations
• A note on eigenvalue bounds in algebraic Riccati equation
• Lower bounds for the trace of the solution of the discrete algebraic Riccati equation
• Trace bounds on the covariances of continuous-time systems with multiplicative noise
• On the Lyapunov matrix equation

This page was built for publication: Bounds in algebraic Riccati and Lyapunov equations: a survey and some new results