Eigenvalue bounds on the solutions of coupled Lyapunov and Riccati equations (Q1911935)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Eigenvalue bounds on the solutions of coupled Lyapunov and Riccati equations |
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Eigenvalue bounds on the solutions of coupled Lyapunov and Riccati equations (English)
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29 October 1996
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This paper gives bounds for the trace and eigenvalues of some symmetric and positive definite matrices that arise in the estimation problem of discrete-time stochastic systems. These bounds express the range of errors in designing systems with parameter uncertainties.
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eigenvalue bounds
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bounds
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trace
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eigenvalues
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symmetric and positive definite matrices
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discrete-time stochastic systems
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