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
fDate :
7/1/1986 12:00:00 AM
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;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1986.1104370
