New solution bounds for the continuous algebraic Riccati equation (Q658615)
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| Language | Label | Description | Also known as |
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| English | New solution bounds for the continuous algebraic Riccati equation |
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New solution bounds for the continuous algebraic Riccati equation (English)
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13 January 2012
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Lower and upper bounds for the positive semi-definite solution of a continuous algebraic Riccati equation are obtained, in terms of the matrix data of the problem. Eigenvalue and singular value inequalities for sums and products of matrices are involved. Numerical examples illustrating the effectiveness of the results are given.
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continuous algebraic Riccati equation
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semi-definite solution
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eigenvalue and singular value inequalities
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numerical examples
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