DocumentCode
887431
Title
Simultaneous eigenvalue lower bounds for the Riccati matrix equation
Author
Komaroff, N.
Author_Institution
NK Consultants, Seal Branch, CA, USA
Volume
34
Issue
2
fYear
1989
fDate
2/1/1989 12:00:00 AM
Firstpage
175
Lastpage
177
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;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/9.21091
Filename
21091
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