Bounds for the eigenvalues of the continuous algebraic Riccati equation

Jianzhou Liu and Juan Zhang

International Journal of Systems Science, 2011, vol. 42, issue 10, 1747-1753

Abstract: By using singular value decomposition and majorisation inequalities, we propose new upper and lower bounds for summations of eigenvalues (including the trace) of the solution of the continuous algebraic Riccati equation. These bounds improve and extend some of the previous results. Finally, we give corresponding numerical examples to illustrate the effectiveness of our results.

Date: 2011
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DOI: 10.1080/00207721003650191

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