Title :
Bounds on the Solution of a Generalized Riccati Equation
Author :
Yaz, Engin ; Yaz, Ilke
Author_Institution :
Electrical Engineering Department, University of Arkansas, Fayetteville, AR 72701
Abstract :
Upper and lower bounds are presented for extreme eigenvalues of the matrix solution to a Riccati-like algebraic equation arising in quadratic optimal control of continuous-time bilinear stochastic systems.
Keywords :
Biological system modeling; Control systems; Costs; Educational institutions; Eigenvalues and eigenfunctions; Mathematics; Riccati equations; Robust stability; Symmetric matrices; Upper bound;
Conference_Titel :
American Control Conference, 1992
Conference_Location :
Chicago, IL, USA
Print_ISBN :
0-7803-0210-9
