Title :
Simultaneous eigenvalue lower bounds for the Riccati matrix equation
Author_Institution :
NK Consultants, Seal Branch, CA, USA
fDate :
2/1/1989 12:00:00 AM
Abstract :
The author derives n simultaneous lower bounds on the sums of the eigenvalues of the solution of the algebraic Riccati equation and of the Lyapunov matrix equation. These bounds extend the single inequalities shown in the literature for the trace and for the maximum eigenvalue. Two inequality versions are derived and evaluated for application purposes, and a comparison to relevant bounds in the literature is given
Keywords :
eigenvalues and eigenfunctions; matrix algebra; Lyapunov matrix equation; Riccati matrix equation; matrix algebra; maximum eigenvalue; simultaneous eigenvalue lower bounds; Eigenvalues and eigenfunctions; Employment; Filtering theory; Linear matrix inequalities; Linear systems; Optimal control; Riccati equations; Seals; Stability; Symmetric matrices;
Journal_Title :
Automatic Control, IEEE Transactions on
