Title :
Bounds on eigenvalues of matrix products with an application to the algebraic Riccati equation
Author_Institution :
Dept. of Electr. Eng., California Univ., Los Angeles, CA, USA
fDate :
3/1/1990 12:00:00 AM
Abstract :
Lower and upper summation bounds for the eigenvalues of the product XY are presented, under various restrictions on matrices X, Y∈Rn×n. An application to the algebraic Riccati equation yields a trace lower bound. It is observed that these bounds are tighter than those in the literature
Keywords :
eigenvalues and eigenfunctions; matrix algebra; algebraic Riccati equation; eigenvalues; lower bounds; matrix products; upper summation bounds; Adaptive control; Control systems; Eigenvalues and eigenfunctions; Least squares approximation; Linear systems; MIMO; Open loop systems; Recursive estimation; Riccati equations; White noise;
Journal_Title :
Automatic Control, IEEE Transactions on
