• DocumentCode
    838734
  • Title

    Eigenvalue bounds for algebraic Riccati and Lyapunov equations

  • Author

    Karanam, V.R.

  • Author_Institution
    The Bendix Corporation, Englewood, CO, USA
  • Volume
    27
  • Issue
    2
  • fYear
    1982
  • fDate
    4/1/1982 12:00:00 AM
  • Firstpage
    461
  • Lastpage
    463
  • Abstract
    The majorization result of Wimmer [2] relating the eigenvalues of the matrices involved in the Lyapunov equation is extended to the algebraic Riccati equation. This result, coupled with certain results on the eigenvalue bounds for sum and product of matrices, yields several lower and upper bounds for the eigenvalues of the solution matrix of the algebraic Riccati and Lyapunov equations.
  • Keywords
    Algebraic Riccati equation (ARE); Eigenvalues/eigenvectors; Lyapunov matrix equations; Riccati equations, algebraic; Eigenvalues and eigenfunctions; Filtering theory; Linear systems; Matrices; Optimal control; Riccati equations; Stability; Upper bound;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1982.1102947
  • Filename
    1102947
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=838734