TRACE BOUNDS ON THE SOLUTION OF THE ALGEBRAIC MATRIX RICCATI AND LYAPUNOV EQUATION.
Journal
IEEE Transactions on Automatic Control
Journal Volume
AC-31
Journal Issue
7
Pages
654-656
Date Issued
1986
Author(s)
Abstract
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 many cases results in a tighter bound then the upper bound for the maximal eigenvalue proposed in two previously published papers.
Other Subjects
CONTROL SYSTEMS - Synthesis; ALGEBRAIC RICCATI EQUATIONS; LOWER/UPPER BOUNDS; LYAPUNOV MATRIX EQUATIONS; MAXIMAL EIGENVALUE; SUBOPTIMAL FEEDBACK DESIGN; MATHEMATICAL TECHNIQUES
Type
journal article