IEEE Transactions on Automatic Control, Vol.39, No.3, 532-534, 1994
Diverse Bounds for the Eigenvalues of the Continuous Algebraic Riccati Equation
Summation bounds for the eigenvalues of A’P + PA are presented. Here matrices A, P is-an-element-of R(nxn), P is positive definite and A’ = transpose of A. These bounds are employed to derive new upper bounds for summations of eigenvalues of the solution of the continuous algebraic Riccati equation.
Keywords:LYAPUNOV EQUATIONS;MATRIX EQUATIONS