DocumentCode
981402
Title
Bounds on eigenvalues of matrix products with an application to the algebraic Riccati equation
Author
Komaroff, N.
Author_Institution
Dept. of Electr. Eng., California Univ., Los Angeles, CA, USA
Volume
35
Issue
3
fYear
1990
fDate
3/1/1990 12:00:00 AM
Firstpage
348
Lastpage
350
Abstract
Lower and upper summation bounds for the eigenvalues of the product XY are presented, under various restrictions on matrices X , Y ∈R n×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;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/9.50355
Filename
50355
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