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Upper bounds on the solution of coupled algebraic Riccati equation. (English) Zbl 1006.93035
Upper bounds for eigenvalues to continuous-time coupled algebraic Riccati equations and discrete-time coupled algebraic Riccati equations are developed. These bounds are obtained as special cases of bounds for the unified coupled algebraic Riccati equation. They include bounds for the maximal eigenvalues, the sums of the eigenvalues, the trace and the determinant. Numerical examples are not presented.
MSC:
93B60Eigenvalue problems in systems theory
15A24Matrix equations and identities
15A42Inequalities involving eigenvalues and eigenvectors
49N10Linear-quadratic optimal control problems