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Bounds for the eigenvalues of the solution of the discrete Riccati and Lyapunov equations and the continuous Lyapunov equation

 

作者: JÜRGEN GARLOFF,  

 

期刊: International Journal of Control  (Taylor Available online 1986)
卷期: Volume 43, issue 2  

页码: 423-431

 

ISSN:0020-7179

 

年代: 1986

 

DOI:10.1080/00207178608933475

 

出版商: Taylor & Francis Group

 

数据来源: Taylor

 

摘要:

We present some bounds for the eigenvalues and certain sums and products of the eigenvalues of the solution of the discrete Riccati and Lyapunov matrix equations and the continuous Lyapunov matrix equation. Nearly all of our bounds for the discrete Riccati equation are new. The bounds for the discrete and continuous Lyapunov equations give a completion of some known bounds for the extremal eigenvalues and the determinant and the trace of the solution of the respective equation.

 

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