Upper bounds on the solution of coupled algebraic Riccati equation (Q5953964)
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scientific article; zbMATH DE number 1697699
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Upper bounds on the solution of coupled algebraic Riccati equation |
scientific article; zbMATH DE number 1697699 |
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Upper bounds on the solution of coupled algebraic Riccati equation (English)
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15 October 2002
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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.
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upper bound
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eigenvalues
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coupled algebraic Riccati equation
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trace
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determinant
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