Simple spectral bounds for sums of certain Kronecker products

DOI10.1016/J.LAA.2014.11.026MaRDI QIDQ486203zbMATH OpenOpenAlexFDO

Authors S. V. Lototsky

Publication date 14 January 2015

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1404.4361

zbMATH Keywords

covariance matrixspectral abscissaspectral radiusmean-square stabilityeigenvalue boundsKronecker products

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Multilinear algebra, tensor calculus (15A69)

Abstract: New bounds are derived for the eigenvalues of sums of Kronecker products of square matrices by relating the corresponding matrix expressions to the covariance structure of suitable bi-linear stochastic systems in discrete and continuous time.

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Cites work

• scientific article; zbMATH DE number 635657 (Why is no real title available?)
• scientific article; zbMATH DE number 6125590 (Why is no real title available?)
• scientific article; zbMATH DE number 2212009 (Why is no real title available?)
• Kronecker products and matrix calculus in system theory
• Rational matrix equations in stochastic control.
• Spectral properties of sums of certain Kronecker products
• Stochastic differential equations. An introduction with applications.
• Stochastic evolution systems with constant coefficients

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(4)

• Spectral properties of sums of certain Kronecker products
• Ontology computation for graph spaces focus on partial vertex pairs
• A Lower Bound for the Deree of the Minimal Polynomial of the Kronecker Product
• Singular value automata and approximate minimization

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