论文信息 - Trace bounds on the solution of the algebraic matrix Riccati and Lyapunov equation

Trace bounds on the solution of the algebraic matrix Riccati and Lyapunov equation

Lower and upper bounds on the trace of the positive semidefinite solution of the algebraic matrix Riccati and Lyapunov equation are derived. The upper trace bound obtained in this note in many cases results in a tighter bound as compared to the Upper bound for the maximal eigenvalue proposed in [1] and [2].

Te-son Kuo | Sheng-de Wang | Chen-Fa Hsu

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