Bounds for the eigenvalues of the continuous algebraic Riccati equation
Jianzhou Liu, Juan Zhang · International Journal of Systems Science · 2010
By using singular value decomposition and majorisation inequalities, we propose new upper and lower bounds for summations of eigenvalues (including the trace) of the solution of the continuous algebraic Riccati equation. These bounds improve and extend some of the previous results. Finally, we give corresponding numerical examples to illustrate the effectiveness of our results.