• 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, YRn×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