Lower bounds on the solution of coupled algebraic Riccati equation (Q5932279)

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.