Eigenvalue upper bounds of the solution of the continuous Riccati equation

被引:3
|
作者
Lee, CH
机构
[1] Department of Electrical Engineering, Kung Shan Institute of Technology, Yung Kang
关键词
continuous Riccati equation; eigenvalue upper bound; extreme eigenvalues; Rayleigh's principle;
D O I
10.1109/9.623090
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
New upper bounds for the solution eigenvalues of the continuous algebraic matrix Riccati equation are developed. They include bounds of the extreme eigenvalues, the summation and product of eigenvalues, the trace, and the determinant. It is shown that the majority of the present eigenvalue bounds, expressed in concise forms, are Less restrictive and sharper than existing results.
引用
收藏
页码:1268 / 1271
页数:4
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