International Journal of Control, Vol.64, No.3, 377-389, 1996
Bounds in Algebraic Riccati and Lyapunov Equations - A Survey and Some New Results
This paper summarizes and investigates the relations of a number of bounds for the solutions of the algebraic Riccati and Lyapunov equations that have been reported during the last two decades. Also presented are bounds for the unified Riccati equation using the delta operator and it is shown that some bounds for the continuous and discrete Riccati equations can be unified by them.
Keywords:EIGENVALUE LOWER BOUNDS;MATRIX EQUATION;DISCRETE RICCATI;MULTIPLICATIVE NOISE;TRACE BOUNDS;SUMMATION