Title :
Spectral norm and trace bounds of algebraic matrix Riccati equations
Author :
Kang, Taesam ; Kim, Byung Soo ; Lee, Jang Gyu
Author_Institution :
Autom. Control Res. Center, Seoul Nat. Univ., South Korea
fDate :
12/1/1996 12:00:00 AM
Abstract :
Upper bounds on spectral norm and trace for the solution of continuous algebraic matrix Riccati equations are proposed. The proposed bounds are based on a form of the general analytic solution. It is shown that, in many cases, the spectral norm and the trace bounds are better than other results
Keywords :
Riccati equations; eigenvalues and eigenfunctions; matrix algebra; optimisation; algebraic matrix Riccati equations; orthogonal matrix; spectral norm; trace bounds; upper bounds; Automatic control; Eigenvalues and eigenfunctions; Filtering theory; Filters; Instruments; Optimal control; Riccati equations; Stability analysis; Symmetric matrices; Upper bound;
Journal_Title :
Automatic Control, IEEE Transactions on
