July 1, 1986

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

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Resumen

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.

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Wang et al. (Tue,) studied this question.

synapsesocial.com/papers/6a11cfd681e48c4370dce841 https://doi.org/https://doi.org/10.1109/tac.1986.1104370

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1On the discrete Lyapunov matrix equation1982 · 32 citations
2Eigenvalue bounds for algebraic Riccati and Lyapunov equations1982 · 42 citations
3A note on the algebraic matrix Riccati equation1977 · 64 citations
4On the error matrix in optimal linear filtering of stationary processes1973 · 11 citations
5The design of suboptimal linear time-varying systems1968 · 161 citations

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