Trace bounds on the solution of the algebraic matrix Riccati and Lyapunov equation

From MaRDI portal
Publication:4724774

DOI10.1109/TAC.1986.1104370zbMath0616.15013MaRDI QIDQ4724774

Te-Son Kuo, Sheng-De Wang, Chen-Fa Hsu

Publication date: 1986

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)




Related Items (44)

Lower matrix bounds for the continuous algebraic Riccati and Lyapunov matrix equationsImproved upper bounds for the solution of the continuous algebraic Riccati matrix equationEXPERT OPINIONS AND LOGARITHMIC UTILITY MAXIMIZATION FOR MULTIVARIATE STOCK RETURNS WITH GAUSSIAN DRIFTA class of biased estimators based on QR decompositionTrace norm bounds for stable Lyapunov operatorsFunctional-coefficient spatial autoregressive models with nonparametric spatial weightsA unified approach of the measurement of solution bounds of the continuous and discrete algebraic Lyapunov equationsZeroth orderHnorm approximation of multivariable systemsPerformance bounds of discrete-time LQ systems with structured uncertaintiesTowards a link between the factorization approach and MIMO robust adaptive controlNew spectral bounds on \(\mathcal{H}_2\)-norm of linear dynamical networksOn upper bounds for the unified algebraic Riccati equationSite recurrence of open and unitary quantum walks on the lineHnorm approximation of discrete-time systems by constant matricesConstantLnorm approximation of complex rational functionsResilient fault-tolerant anti-synchronization for stochastic delayed reaction-diffusion neural networks with semi-Markov jump parametersNew upper bounds on the solution matrix to the continuous algebraic Riccati matrix equationDiffusion approximations for periodically arriving expert opinions in a financial market with Gaussian driftA revised Cholesky decomposition to combat multicollinearity in multiple regression modelsSpecial Fourier integral operators of types I and II with function-variable symbols: definition, relation to metaplectic transform, and Heisenberg's uncertainty principlesNumerical solution of a class of quasi-linear matrix equationsOn the stability and ergodicity of adaptive scaling Metropolis algorithmsMatrix bounds for the solution of the continuous algebraic Riccati equationMatrix solution bounds of the continuous Lyapunov equation by using a bilinear transformationBounds in algebraic Riccati and Lyapunov equations: a survey and some new resultsNew solution bounds for the continuous algebraic Riccati equationNew lower solution bounds of the continuous algebraic Riccati matrix equationBounds for the eigenvalues of the continuous algebraic Riccati equationOn stabilization of nonlinear systems with enlarged domain of attractionTrace inequalities for matrix products and trace bounds for the solution of the algebraic Riccati equationsNew Upper and Lower Eigenvalue Bounds for the Solution of the Continuous Algebraic <scp>R</scp>iccati EquationNew upper solution bounds for perturbed continuous algebraic Riccati equations applied to automatic controlOn shrinkage estimators in matrix variate elliptical modelsSolution bounds of the continuous and discrete Lyapunov matrix equationsEfficiency of the QR class estimator in semiparametric regression models to combat multicollinearityMatrix bounds of the solutions of the continuous and discrete Riccati equations--a unified approachBounds on the solution of the algebraic Riccati equation under perturbations in the coefficientsCalibration and advanced simulation schemes for the Wishart stochastic volatility modelAsymptotic filter behavior for high-frequency expert opinions in a market with Gaussian driftNew trace bounds for the product of two matrices and their applications in the algebraic Riccati equationUnnamed ItemUncertainty principle for real functions in free metaplectic transformation domainsRecurrent neural networks for solving linear matrix equationsPrimal recovery from consensus-based dual decomposition for distributed convex optimization




This page was built for publication: Trace bounds on the solution of the algebraic matrix Riccati and Lyapunov equation