Eigenvalue upper and lower bounds of the solution for the continuous algebraic matrix Riccati equation

被引：12
|
作者：
Lee, CH
机构：
[1] Department of Electrical Engineering, Kung Shan Institute of Technology and Commerce, Yung Kang, Tainan
来源：
IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMS I-FUNDAMENTAL THEORY AND APPLICATIONS | 1996年 / 43卷 / 08期
关键词：
D O I：
10.1109/81.526684
中图分类号：
TM [电工技术]; TN [电子技术、通信技术];
学科分类号：
0808 ; 0809 ;
摘要：
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.
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页码：683 / 686
页数：4
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