Title :
Eigenvalue upper and lower bounds of the solution for the continuous algebraic matrix Riccati equation
Author_Institution :
Dept. of Electr. Eng., Kung Shan Inst. of Technol. & Commerce, Tainan, Taiwan
fDate :
8/1/1996 12:00:00 AM
Abstract :
A lower bound and several upper bounds of the solution eigenvalues for the continuous algebraic matrix Riccati equation are developed. It is shown that the lower bound is new and tighter than the previous reported one and the upper bounds are concise and less restrictive than the majority of those appeared in the literature. Furthermore, by these results, some bounds for the extreme eigenvalues of the solution matrix of the continuous Lyapunov equation are also defined
Keywords :
Lyapunov matrix equations; Riccati equations; eigenvalues and eigenfunctions; continuous Lyapunov equation; continuous algebraic matrix Riccati equation; eigenvalue; lower bound; upper bound; Circuits; Current measurement; Eigenvalues and eigenfunctions; Electrical resistance measurement; Flow graphs; Impedance measurement; Matrices; Riccati equations; Roentgenium; Voltage;
Journal_Title :
Circuits and Systems I: Fundamental Theory and Applications, IEEE Transactions on