Trace bounds on the solution of the algebraic matrix Riccati and Lyapunov equation

Trace bounds on the solution of the algebraic matrix Riccati and Lyapunov equation

Lower and upper bounds on the trace of the positive semidefinite solution of the algebraic matrix Riccati and Lyapunov equation are derived. The upper trace bound obtained in this note in many cases results in a tighter bound as compared to the Upper bound for the maximal eigenvalue proposed in [1]...

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Veröffentlicht in:IEEE transactions on automatic control 1986-07, Vol.31 (7), p.654-656
Hauptverfasser: Kuo, Te-Son, Hsu, Chen-Fa
Format: Artikel
Sprache:eng
Schlagworte:
Applied sciences
Australia
Computer science
control theory
systems
Control theory. Systems
Cost function
Difference equations
Exact sciences and technology
Filtering
Government
Optimal control
Riccati equations
Silicon compounds
Symmetric matrices
Writing
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Beschreibung
Zusammenfassung:Lower and upper bounds on the trace of the positive semidefinite solution of the algebraic matrix Riccati and Lyapunov equation are derived. The upper trace bound obtained in this note in many cases results in a tighter bound as compared to the Upper bound for the maximal eigenvalue proposed in [1] and [2].
ISSN:0018-9286
1558-2523
DOI:10.1109/TAC.1986.1104370