On bounds of the Riccati and Lyapunov matrix equations. (English) Zbl 0576.15009

Kwon, B. H.; Youn, M. J.; Bien, Z.

IEEE Trans. Autom. Control 30, 1134-1135 (1985).

For discrete and continuous Lyapunov and Riccati equations, that have positive definite solutions, bounds for the traces of the solutions in terms of eigenvalues of the coefficient matrices are given.

Reviewer: V.Mehrmann

MSC:

15A24	Matrix equations and identities
15B57	Hermitian, skew-Hermitian, and related matrices
15A15	Determinants, permanents, traces, other special matrix functions

Keywords:

algebraic Riccati equation; Lyapunov equation; bounds for trace