Bounds for the eigenvalues of the continuous algebraic Riccati equation

被引:2
|
作者
Liu, Jianzhou [1 ]
Zhang, Juan [1 ]
机构
[1] Xiangtan Univ, Dept Math & Computat Sci, Xiangtan 411105, Hunan, Peoples R China
基金
中国国家自然科学基金;
关键词
eigenvalue; majorisation inequality; trace inequality; algebraic Riccati equation;
D O I
10.1080/00207721003650191
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
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.
引用
收藏
页码:1747 / 1753
页数:7
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