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Upper Bounds on the Solution of Coupled Algebraic Riccati Equation

Research output: Contribution to journalArticlepeer-review

18 Citations (Scopus)

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 languageEnglish
Pages (from-to)373-385
Number of pages13
JournalJournal of Inequalities and Applications
Volume6
Issue number4
Publication statusPublished - 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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