Upper Bounds on the Solution of Coupled Algebraic Riccati Equation

Adam Czornik; Andrzej Świerniak

Upper Bounds on the Solution of Coupled Algebraic Riccati Equation

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Abstrakt

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.

Język oryginału	angielski
Strony (od–do)	373-385
Liczba stron	13
Czasopismo	Journal of Inequalities and Applications
Tom	6
Numer wydania	4
Status publikacji	Opublikowano - 2001

Obszary tematyczne ASJC Scopus

Analiza
Matematyka dyskretna i kombinatoryka
Matematyka stosowana

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Cytowanie

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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.",

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KW - Coupled Riccati equation

KW - Eigenvalues

KW - JLQ problem

KW - Jump linear systems

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Upper Bounds on the Solution of Coupled Algebraic Riccati Equation

Abstrakt

Obszary tematyczne ASJC Scopus

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