DocumentCode
853262
Title
Trace bounds on the solution of the algebraic matrix Riccati and Lyapunov equation
Author
Wang, Sheng-de ; Kuo, Te-Son ; Hsu, Chen-Fa
Author_Institution
National Taiwan University, Taipei, Taiwan, Republic of China
Volume
31
Issue
7
fYear
1986
fDate
7/1/1986 12:00:00 AM
Firstpage
654
Lastpage
656
Abstract
Lower and upper bounds on the trace of the positive semidefinite solution of the algebraic matrix Riccati and Lyapunov equation are derived. The upper trace bound obtained in this note in many cases results in a tighter bound as compared to the Upper bound for the maximal eigenvalue proposed in [1] and [2].
Keywords
Algebraic Riccati equation (ARE); Lyapunov matrix equations; Riccati equations, algebraic; Australia; Cost function; Difference equations; Filtering; Government; Optimal control; Riccati equations; Silicon compounds; Symmetric matrices; Writing;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1986.1104370
Filename
1104370
Link To Document