A matrix inequality associated with bounds on solutions of algebraic Riccati and Lyapunov equations
Author :
Saniuk, Joan M. ; Rhodes, Ian B.
Author_Institution :
University of California, Santa Barbara, CA
Volume :
32
Issue :
8
fYear :
1987
fDate :
8/1/1987 12:00:00 AM
Firstpage :
739
Lastpage :
740
Abstract :
A new proof is presented for the inequality, . This argument is valid under the condition that be real symmetric nonnegative definite; may be any square matrix.
Keywords :
Algebraic Riccati equation (ARE); Eigenvalues/eigenvectors; Lyapunov matrix equations; Matrices; Riccati equations, algebraic; Actuators; Eigenvalues and eigenfunctions; Estimation theory; Face detection; Linear algebra; Linear matrix inequalities; Riccati equations; Stability; Symmetric matrices; Uncertainty;