Journal of Inequalities and Applications
Volume 6 (2001), Issue 4, Pages 373-385
doi:10.1155/S1025583401000224
Upper bounds on the solution of coupled algebraic riccati equation
Department of Automatic Control, Silesian Technical University, Akademicka 16, Gliwice 44-101, Poland
Received 10 September 1999; Revised 26 January 2000
Copyright © 2001 Adam Czornik and Andrzej Świerniak. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
Abstract
Upper bounds for eigenvalues of a solution to continuous time coupled algebraic Riccati equation (CCARE) and discrete time coupled algebraic Riccati equation (DCARE) are developed as special cases of bounds for the unified coupled algebraic Riccati equation (UCARE). They include bounds of the maximal eigenvalues, the sums of the eigenvalues and the trace.