Eigenvalue bounds for algebraic Riccati and Lyapunov equations
- 1 April 1982
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 27 (2) , 461-463
- https://doi.org/10.1109/tac.1982.1102947
Abstract
The majorization result of Wimmer [2] relating the eigenvalues of the matrices involved in the Lyapunov equation is extended to the algebraic Riccati equation. This result, coupled with certain results on the eigenvalue bounds for sum and product of matrices, yields several lower and upper bounds for the eigenvalues of the solution matrix of the algebraic Riccati and Lyapunov equations.Keywords
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