Title :
A trace bound for a general square matrix product
Author :
Xing, Wei ; Zhang, QingLing ; Wang, Qiyi
Author_Institution :
Coll. of Sci., Northeastern Univ., Shenyang, China
fDate :
8/1/2000 12:00:00 AM
Abstract :
Estimates of bounds on the solutions of Lyapunov and Riccati equations are important for analysis and synthesis of linear systems. In this paper, we propose new trace bounds for the product of two general matrices. The key point for removing the restriction of symmetry is to replace eigenvalues partly by singular values in the equation of bounds. The results obtained are valid for both symmetric and nonsymmetric cases and give tighter bounds in certain cases
Keywords :
Lyapunov methods; Riccati equations; linear systems; matrix algebra; singular value decomposition; stability; Lyapunov method; Riccati equations; eigenvalues; linear systems; singular values; square matrix product; trace bound; trace inequality; Automation; Eigenvalues and eigenfunctions; Linear matrix inequalities; Linear systems; Matrix decomposition; Mechanical engineering; Riccati equations; Singular value decomposition; Symmetric matrices;
Journal_Title :
Automatic Control, IEEE Transactions on
