Abstract
Upper bounds for eigenvalues of a solution to continuous time coupled algebraic Riccati equation (CCARE) and discrete time coupled algebraic Riccati equation (DCARE) are developed as special cases of bounds for the unified coupled algebraic Riccati equation (UCARE). They include bounds of the maximal eigenvalues, the sums of the eigenvalues and the trace.
| Original language | English |
|---|---|
| Pages (from-to) | 373-385 |
| Number of pages | 13 |
| Journal | Journal of Inequalities and Applications |
| Volume | 6 |
| Issue number | 4 |
| Publication status | Published - 2001 |
Keywords
- Coupled Riccati equation
- Eigenvalues
- JLQ problem
- Jump linear systems
ASJC Scopus subject areas
- Analysis
- Discrete Mathematics and Combinatorics
- Applied Mathematics
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