A note on eigenvalue bounds in algebraic Riccati equation

作者: V. Karanam

DOI: 10.1109/TAC.1983.1103123

关键词: Discrete mathematicsLinear programmingEigenvalues and eigenvectorsMathematicsMaximum eigenvalueAlgebraic Riccati equationApplied mathematicsRiccati equationAlgebraic solutionUpper and lower boundsMatrix (mathematics)

摘要: In this note, an upper bound on the maximum eigenvalue of solution matrix K algebraic Riccati equation is established. The approach outlined also results in several lower bounds, which are more general than those derived [1], for some largest eigenvalues .

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