Simple spectral bounds for sums of certain Kronecker products

DOI10.1016/j.laa.2014.11.026zbMath1307.15013arXiv1404.4361OpenAlexW2006122908MaRDI QIDQ486203

Sergey 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

spectral radiuscovariance matrixKronecker productsspectral abscissamean-square stabilityeigenvalue bounds

Mathematics Subject Classification ID

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

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Cites Work

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• Stochastic evolution systems with constant coefficients
• Spectral properties of sums of certain Kronecker products
• Rational matrix equations in stochastic control.
• Kronecker products and matrix calculus in system theory
• Stochastic differential equations. An introduction with applications.

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