A new upper bound for the eigenvalues of the continuous algebraic Riccati equation

Jianzhou Liu, Juan Zhang, Yu Liu · Electronic Journal of Linear Algebra · 2010

By using majorization inequalities, we propose a new upper bound for summations of eigenvalues (including the trace) of the solution of the continuous algebraic Riccati equation. The bound extends some of the previous results under certain conditions. Finally, we give a numerical example to illustrate the effectiveness of our results.

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