DocumentCode
489430
Title
Bounds on the Solution of a Generalized Riccati Equation
Author
Yaz, Engin ; Yaz, Ilke
Author_Institution
Electrical Engineering Department, University of Arkansas, Fayetteville, AR 72701
fYear
1992
fDate
24-26 June 1992
Firstpage
690
Lastpage
691
Abstract
Upper and lower bounds are presented for extreme eigenvalues of the matrix solution to a Riccati-like algebraic equation arising in quadratic optimal control of continuous-time bilinear stochastic systems.
Keywords
Biological system modeling; Control systems; Costs; Educational institutions; Eigenvalues and eigenfunctions; Mathematics; Riccati equations; Robust stability; Symmetric matrices; Upper bound;
fLanguage
English
Publisher
ieee
Conference_Titel
American Control Conference, 1992
Conference_Location
Chicago, IL, USA
Print_ISBN
0-7803-0210-9
Type
conf
Filename
4792160
Link To Document